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20122022
most citedAsymptotic equivalence of jumps Lévy processes and their discrete counterpart

2 citations · 2 across the 4 of their papers we have counts for

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Showing 2018 · math.PRShow all

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math.PR2018

Global sensitivity analysis for models described by stochastic differential equations

Pierre Etoré, Clémentine Prieur, Dang Khoi Pham +1

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impa…