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Forward sensitivity analysis for contracting stochastic systems - MaRDI portal

Forward sensitivity analysis for contracting stochastic systems (Q5214994)

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scientific article; zbMATH DE number 7163639
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English
Forward sensitivity analysis for contracting stochastic systems
scientific article; zbMATH DE number 7163639

    Statements

    title
    Forward sensitivity analysis for contracting stochastic systems (English)
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    author
    Thomas Flynn
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    publication date
    5 February 2020
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    zbMATH Keywords
    Markov chain
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    derivative estimation
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    contraction
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    iterated function system
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    Identifiers

    Mathematics Subject Classification ID
    60J05
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    60J10
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    65C05
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    90C40
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    zbMATH DE Number
    7163639
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    OpenAlex ID
    W2962720587
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    arXiv ID
    1610.09456
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    Wikidata QID
    Q130108162
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    DOI
    10.1017/APR.2018.6
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