A Koopman framework for rare event simulation in stochastic differential equations (Q2133784)
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scientific article; zbMATH DE number 7518103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Koopman framework for rare event simulation in stochastic differential equations |
scientific article; zbMATH DE number 7518103 |
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A Koopman framework for rare event simulation in stochastic differential equations (English)
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5 May 2022
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rare event simulation
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importance sampling for SDEs
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Doob transform
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stochastic Koopman operator
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dynamic mode decomposition
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data-driven methods for dynamical systems
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0.9097748
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0.9008749
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0.8948829
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0.8905301
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0.8733806
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0.86776227
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0.8625877
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