Escaping from an attractor: Importance sampling and rest points. I.
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Publication:748325
DOI10.1214/14-AAP1064zbMath1334.65007arXiv1303.0450WikidataQ60143607 ScholiaQ60143607MaRDI QIDQ748325
Paul Dupuis, Konstantinos V. Spiliopoulos, Xiang Zhou
Publication date: 20 October 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.0450
stochastic differential equation; attractors; equilibrium points; importance sampling; Monte Carlo methods; diffusion process; large deviations; numerical experiment; Gauss-Markov process
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