Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems

From MaRDI portal
Publication:5158921

DOI10.1137/20M1352454zbMath1481.60106arXiv2005.12160OpenAlexW3197864570MaRDI QIDQ5158921

Michael B. Giles, Wei Fang

Publication date: 26 October 2021

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.12160




Related Items (1)


Uses Software


Cites Work


This page was built for publication: Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems