Browse by Authors
Group by: Date | Item Type Jump to: Book Section Number of items: 2. Book SectionKebiri, 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 Neureither, L. and Hartmann, C. (2019) Time scales and exponential trends to equilibrium: Gaussian model problems. In: Stochastic Dynamics Out of Equilibrium. IHPStochDyn 2017. Springer Proceedings in Mathematics & Statistics, 282 . Springer, pp. 391-410. ISBN 978-3-030-15095-2 |