Importance sampling for multiscale diffusions
type: Item
instance of: scholarly article
zbMATH Open document ID: 1250.60031
DOI: 10.1137/110842545
author: Paul Dupuis
author: Hui Wang
author: Konstantinos Spiliopoulos
publication date: 2012-08-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/1107.5448
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6074460
MaRDI profile type: Publication
OpenAlex ID: W2028622970
arXiv ID: 1107.5448
title: Importance sampling for multiscale diffusions
published in: Multiscale Modeling \& Simulation
description: scientific article; zbMATH DE number 6074460