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"Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems."

Wei Fang, Mike B. Giles (2021)

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DOI: 10.1137/20M1352454

access: closed

type: Journal Article

metadata version: 2021-12-15

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Wei Fang, Mike B. Giles:
Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems. SIAM/ASA J. Uncertain. Quantification 9(3): 1217-1241 (2021)

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