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Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems - MaRDI portal

Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (Q5158921)

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scientific article; zbMATH DE number 7414197
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English
Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems
scientific article; zbMATH DE number 7414197

    Statements

    title
    Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (English)
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    author
    Wei Fang
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    Michael B. Giles
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    publication date
    26 October 2021
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    zbMATH Keywords
    sensitivity
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    chaotic system
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    importance sampling
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    MLMC
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    Richardson-Romberg
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    cites work
    Q4225410
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    Q4433608
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    Q3973413
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    Q3783931
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    Q4435813
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    Identifiers

    DOI
    10.1137/20M1352454
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    Mathematics Subject Classification ID
    60H10
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    60H35
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    65C30
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    zbMATH DE Number
    7414197
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    arXiv ID
    2005.12160
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    OpenAlex ID
    W3197864570
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