Double-loop importance sampling for McKean–Vlasov stochastic differential equation
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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1 Online-Ressource.
- Language
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Englisch
- Bibliographic citation
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Double-loop importance sampling for McKean–Vlasov stochastic differential equation ; volume:34 ; number:6 ; day:12 ; month:10 ; year:2024 ; pages:1-25 ; date:12.2024
Statistics and computing ; 34, Heft 6 (12.10.2024), 1-25, 12.2024
- Creator
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Ben Rached, Nadhir
Haji-Ali, Abdul-Lateef
Subbiah Pillai, Shyam Mohan
Tempone, Raúl
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s11222-024-10497-3
- URN
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urn:nbn:de:101:1-2502102113096.284850926349
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:22 AM CEST
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Associated
- Ben Rached, Nadhir
- Haji-Ali, Abdul-Lateef
- Subbiah Pillai, Shyam Mohan
- Tempone, Raúl
- SpringerLink (Online service)
Other Objects (12)
Double-loop importance sampling for McKean–Vlasov stochastic differential equation
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Importance sampling methods for McKean-Vlasov type stochastic differential equations
Multilevel importance sampling for rare events associated with the McKean–Vlasov equation
McKean-Vlasov SDEs with singular drifts
Smoothing properties of McKean–Vlasov SDEs
An Infinite-dimensional McKean-Vlasov Stochastic Equation
Projected particle methods for solving McKean Vlasov SDEs
Impulse Control of Conditional McKean–Vlasov Jump Diffusions
Contagious McKean–Vlasov systems with heterogeneous impact and exposure
Phase transitions for the McKean-Vlasov equation on the torus
Stochastic optimal control of McKean–Vlasov equations with anticipating law
Double-loop importance sampling for McKean–Vlasov stochastic differential equation
Large Deviations for McKean Vlasov Equations and Importance Sampling
Importance sampling methods for McKean-Vlasov type stochastic differential equations
Multilevel importance sampling for rare events associated with the McKean–Vlasov equation
McKean-Vlasov SDEs with singular drifts
Smoothing properties of McKean–Vlasov SDEs
An Infinite-dimensional McKean-Vlasov Stochastic Equation
Projected particle methods for solving McKean Vlasov SDEs
Impulse Control of Conditional McKean–Vlasov Jump Diffusions
Contagious McKean–Vlasov systems with heterogeneous impact and exposure
Phase transitions for the McKean-Vlasov equation on the torus
Stochastic optimal control of McKean–Vlasov equations with anticipating law
Double-loop importance sampling for McKean–Vlasov stochastic differential equation
Large Deviations for McKean Vlasov Equations and Importance Sampling
Importance sampling methods for McKean-Vlasov type stochastic differential equations
Multilevel importance sampling for rare events associated with the McKean–Vlasov equation
McKean-Vlasov SDEs with singular drifts
Smoothing properties of McKean–Vlasov SDEs
An Infinite-dimensional McKean-Vlasov Stochastic Equation
Projected particle methods for solving McKean Vlasov SDEs
Impulse Control of Conditional McKean–Vlasov Jump Diffusions
Contagious McKean–Vlasov systems with heterogeneous impact and exposure
Phase transitions for the McKean-Vlasov equation on the torus