搜索结果: 1-1 共查到“概率论 multiscale”相关记录1条 . 查询时间(0.014 秒)
Importance Sampling for Multiscale Diffusions
importance sampling Monte Carlo homogenization multiscale rough energy landscape
2011/7/27
Abstract: We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these probl...