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Listar por autor "Le Maître, Olivier P."

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Variance reduction methods and multilevel Monte Carlo strategy for the density estimation of random second order linear differential equations solutions

Jornet, Marc; Calatayud, Julia; Le Maître, Olivier P.; Cortés, J.-C. (Begell House, 2020)

[EN] This paper concerns the estimation of the density function of the solution to a random nonautonomous second-order linear differential equation with analytic data processes. In a recent contribution, we proposed to ...

Mostrando ítems 1-1 de 1