scientific article; zbMATH DE number 6408801
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Publication:5176518
zbMath1326.60074MaRDI QIDQ5176518
Publication date: 26 February 2015
Full work available at URL: https://projecteuclid.org/euclid.jap/1421763325
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Gaussian processextremesrare eventrandom ordinary differential equationasymptotic tail probabilities
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05)
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Moderate deviation for random elliptic PDE with small noise ⋮ Efficient Rare Event Simulation for Failure Problems in Random Media
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- The Ehrhard inequality
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- Random Fields and Geometry
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