Single level 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

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics for Uncertainty Quantification [118110]