Multilevel importance sampling for rare events associated with the McKean-Vlasov equation (Q6657834)
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scientific article; zbMATH DE number 7962620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel importance sampling for rare events associated with the McKean-Vlasov equation |
scientific article; zbMATH DE number 7962620 |
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Multilevel importance sampling for rare events associated with the McKean-Vlasov equation (English)
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7 January 2025
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McKean-Vlasov stochastic differential equation
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importance sampling
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multilevel Monte Carlo method
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decoupling
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double loop Monte Carlo method
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