- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
2022/06/01 by Ioannis Gasteratos, Gasteratos, Ioannis, Michael Salins +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60F9 #60G99 #65C05 #Advanced Thermodynamics and Statistical Mechanics #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics