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A Koopman framework for rare event simulation in stochastic differential equations - MaRDI portal

A Koopman framework for rare event simulation in stochastic differential equations

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DOI10.1016/J.JCP.2022.111025arXiv2101.07330WikidataQ115350044 ScholiaQ115350044MaRDI QIDQ6358547

Benjamin J. Zhang, Youssef M. Marzouk, Tuhin Sahai

Publication date: 18 January 2021

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

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