Ergodic SDEs on submanifolds and related numerical sampling schemes
Work
Year: 2019
Type: article
Abstract: In many applications, it is often necessary to sample the mean value of certain quantity with respect to a probability measure μ on the level set of a smooth function ξ : ℝ d → ℝ k , 1 ≤ k < d . A ... more
Author Wei Zhang
Institution Zuse Institute Berlin
Cites: 46
Cited by: 14
Related to: 10
FWCI: 1.832
Citation percentile (by year/subfield): 77.88
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Affordable and clean energy
Open Access status: green