Repository: Freie Universität Berlin, Math Department

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Number of items: 3.

Article

Bouanani, Hafida and Hartmann, Carsten and Kebiri, Omar (2021) Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations. arXive . pp. 1-22. (Submitted)

Hartmann, Carsten and Kebiri, Omar and Neureither, Lara and Richter, Lorenz (2019) Variational approach to rare event simulation using least-squares regression. Chaos, 29 (6). ISSN 1054-1500 (print); 1089-7682 (online)

Book Section

Kebiri, Omar and Neureither, Lara and Hartmann, Carsten (2019) Adaptive importance sampling with forward-backward stochastic differential equations. In: Stochastic Dynamics Out of Equilibrium. Springer Proceedings in Mathematics & Statistics, 282 . Springer International Publishing, pp. 265-281. ISBN 978-3-030-15095-2

This list was generated on Tue May 7 07:24:26 2024 CEST.