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]
Identifier
- DOI: 10.48550/arXiv.2207.06926
- arXiv: arXiv:2207.06926
- RWTH PUBLICATIONS: RWTH-2023-02096