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Single level importance sampling for McKean-Vlasov stochastic differential equation

; ; ;

Umfang[1]-42

Online
DOI: 10.48550/arXiv.2207.06926

URL: https://publications.rwth-aachen.de/record/951626/files/951626.pdf

Einrichtungen

  1. Lehrstuhl für Mathematics for Uncertainty Quantification (118110)
  2. Fachgruppe Mathematik (110000)

Projekte

  1. HDS LEE - Helmholtz School for Data Science in Life, Earth and Energy (HDS LEE) (HDS-LEE-20190612) (HDS-LEE-20190612)
  2. Doktorandenprogramm (PHD-PROGRAM-20170404) (PHD-PROGRAM-20170404)

Inhaltliche Beschreibung (Schlagwörter)
McKean-Vlasov equation (frei) ; decoupling approach (frei) ; double Loop Monte Carlo (frei) ; importance sampling (frei) ; rare events (frei) ; stochastic optimal control (frei)

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Dokumenttyp
Preprint

Format
online

Sprache
English

Externe Identnummern
arXiv: arXiv:2207.06926
OpenAlex: W4285595649

Interne Identnummern
RWTH-2023-02096
Datensatz-ID: 951626

Beteiligte Länder
Germany, Saudi Arabia, UK

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OpenAccess ; Free to read
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Faculty of Mathematics and Natural Sciences (Fac.1) > Department of Mathematics
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118110
 Record created 2023-03-01, last modified 2026-09-09
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