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Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations - MaRDI portal

Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (Q5222124)

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scientific article; zbMATH DE number 7184055
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English
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations
scientific article; zbMATH DE number 7184055

    Statements

    title
    Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (English)
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    publication date
    31 March 2020
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    zbMATH Keywords
    importance sampling
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    multiscale processes
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    moderate deviations
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    rare events
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    cites work
    Q3051151
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    Q5560061
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    Q4189539
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    Q4388221
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    Q5520962
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    Multiscale Methods
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    Identifiers

    DOI
    10.1137/18M1192962
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    Mathematics Subject Classification ID
    60F05
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    60F10
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    60G99
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    65C05
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    zbMATH DE Number
    7184055
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    arXiv ID
    1805.10229
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