Large deviations and importance sampling for systems of slow-fast motion

Applied Mathematics and Optimization

Volumn 67, Issue 1, 2013, Pages 123-161

  Spiliopoulos, Konstantinos ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Homogenization; Importance sampling; Large deviations; Monte Carlo; Multiscale; Slow fast motion

Indexed keywords

HOMOGENIZATION; LARGE DEVIATIONS; MONTE CARLO; MULTISCALES; SLOW-FAST MOTION;

OPTIMIZATION;

IMPORTANCE SAMPLING;

EID: 84872687177     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-012-9183-z     Document Type: Article

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