Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime (Q6643679)
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scientific article; zbMATH DE number 7949665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime |
scientific article; zbMATH DE number 7949665 |
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Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime (English)
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26 November 2024
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rare event simulation
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importance sampling
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Monte Carlo methods
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moderate deviations
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stochastic reaction-diffusion equations
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optimal control
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