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A Koopman framework for rare event simulation in stochastic differential equations

18 January 2021

Youssef Marzouk

Papers citing "A Koopman framework for rare event simulation in stochastic differential equations"

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Title
Data-driven approximation of the Koopman generator: Model reduction, system identification, and control Stefan Klus Feliks Nuske Sebastian Peitz Jan-Hendrik Niemann C. Clementi Christof Schütte 72 228 0 23 Sep 2019
Non-asymptotic performance analysis of importance sampling schemes for small noise diffusions K. Spiliopoulos 43 16 0 25 Oct 2013