Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
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Publication:6643679
DOI10.1007/S40072-023-00320-XMaRDI QIDQ6643679
Michael Salins, Ioannis Gasteratos, Konstantinos Spiliopoulos
Publication date: 26 November 2024
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
optimal controlimportance samplingMonte Carlo methodsstochastic reaction-diffusion equationsmoderate deviationsrare event simulation
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