Importance sampling for McKean-Vlasov stochastic differential equation

Ben Rached, Nadhir; Haji-Ali, Abdul-Lateef; Subbiah Pillai, Shyam Mohan (Corresponding author); Tempone, Raul

(2023)
Multimedia, Talk (non-conference) (Video)

In: Alexander von Humboldt Hybrid Seminar in Uncertainty Quantification Aachen 2023-02-03 - 2023-02-03

Einrichtungen

• Fachgruppe Mathematik [110000]
• Lehrstuhl für Mathematics for Uncertainty Quantification [118110]