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"Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations."

Konstantinos Spiliopoulos, Matthew R. Morse (2020)

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DOI: 10.1137/18M1192962

access: closed

type: Journal Article

metadata version: 2021-03-09

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Konstantinos Spiliopoulos, Matthew R. Morse:
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations. Multiscale Model. Simul. 18(1): 315-350 (2020)

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