Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
Work
Year: 2017
Type: article
Source: Journal of Computational Physics
Authors Oindrila Kanjilal, C.S. Manohar
Institution Indian Institute of Science Bangalore
Cites: 64
Cited by: 12
Related to: 10
FWCI: 0.985
Citation percentile (by year/subfield): 76.99
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed