The 66th National Congress of Theoretical and Applied Mechanics

Presentation information

一般セッション

一般セッション » 一般セッション (2)

一般セッション (2)

Sat. Jun 25, 2022 9:00 AM - 10:20 AM Room 4 (Online)

座長:崎野 良比呂(近畿大学)

9:00 AM - 9:20 AM

[GS2-01] A Note on Importance Sampling Simulation Scheme Spplicable to a Stochastic System Including Two White Noises

*Hidenori Tanaka1, Hiroaki Kanekiyo2 (1. Graduate School of Science and Engineering, Kansai University, 2. Faculty of Environmental and Urban Engineering, Kansai University)

Keywords:Probability measure transformation, Levy process, Importance sampling, Monte Carlo simulation, Compound Poisson process, Wiener process

Abstract password authentication.
Password is required to view the abstract. Please enter a password to authenticate.

Password