A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm

Communications in Mathematical Sciences

Volumn 8, Issue 3, 2010, Pages 735-762

  Boyaval, Sébastien ^a,b   Leliévre, Tony ^b  

^a UNIVERSITÉ PARIS EST   (France)

^b INRIA   (France)

Author keywords

Reduced basis methods; Stochastic dierential equations; Variance reduction

Indexed keywords

EID: 77954678113     PISSN: 15396746     EISSN: None     Source Type: Journal    
DOI: 10.4310/CMS.2010.v8.n3.a7     Document Type: Article

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