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Global sensitivity analysis for models described by stochastic differential equations

Pierre Etoré 1 Clémentine Prieur 2, 3 Dang Khoi Pham 2, 3 Long Li 2, 3
1 IPS - Inférence Processus Stochastiques
LJK - Laboratoire Jean Kuntzmann
2 AIRSEA - Mathematics and computing applied to oceanic and atmospheric flows
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, UGA - Université Grenoble Alpes
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Submitted on : Monday, November 19, 2018 - 3:07:44 PM
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Pierre Etoré, Clémentine Prieur, Dang Khoi Pham, Long Li. Global sensitivity analysis for models described by stochastic differential equations. Methodology and Computing in Applied Probability, Springer Verlag, 2019, pp.1-29. ⟨10.1007/s11009-019-09732-6⟩. ⟨hal-01926919⟩

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