Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems

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

Authors

Wei Fang

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Mike B. Giles

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