Path-Space Information Bounds for Uncertainty...

Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

Dupuis, Paul, Katsoulakis, Markos A., Pantazis, Yannis, Plecháč, Petr
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Volume:
4
Language:
english
Journal:
SIAM/ASA Journal on Uncertainty Quantification
DOI:
10.1137/15M1025645
Date:
January, 2016
File:
PDF, 364 KB
english, 2016
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