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Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications - MaRDI portal

Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications (Q4595954)

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scientific article; zbMATH DE number 6816354
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Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications
scientific article; zbMATH DE number 6816354

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    Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications (English)
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    7 December 2017
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    interacting particle methods
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    eigenfunctions
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    rare events estimation
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    optimal control
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    diffusion Monte Carlo
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