Importance sampling methods for McKean-Vlasov type stochastic differential equations

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

Aachen : RWTH Aachen University (2023)
Masterarbeit

Masterarbeit, RWTH Aachen University, 2022

Kurzfassung

Einrichtungen

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