"Girsanov's transformation based variance reduced Monte Carlo simulation ..."

Oindrila Kanjilal, C. S. Manohar (2017)

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DOI: 10.1016/J.JCP.2017.03.047

access: closed

type: Journal Article

metadata version: 2020-10-26

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Oindrila Kanjilal, C. S. Manohar:
Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics. J. Comput. Phys. 341: 278-294 (2017)

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