Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation

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

(2022)
Preprint

Einrichtungen

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

Identifikationsnummern