Zhang, W. and Wang, H. and Hartmann, C. and Weber, M. and Schütte, Ch. (2014) Applications of the crossentropy method to importance sampling and optimal control of diffusions. SIAM J. Sci. Comput., 36 (6). A2654A2672. ISSN 10648275

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Official URL: http://epubs.siam.org/doi/abs/10.1137/14096493X
Item Type:  Article 

Subjects:  Mathematical and Computer Sciences > Mathematics > Mathematical Methods 
Divisions:  Other Institutes > Matheon > A  Life Sciences Department of Mathematics and Computer Science > Institute of Mathematics > Cellular Mechanics Group Department of Mathematics and Computer Science > Institute of Mathematics > BioComputing Group 
ID Code:  1414 
Deposited By:  Carsten Hartmann 
Deposited On:  20 May 2014 22:28 
Last Modified:  03 Mar 2017 14:41 
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