Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714): Difference between revisions

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Latest revision as of 05:32, 6 July 2024

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Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
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    Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (English)
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    5 March 2013
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    stochastic differential equations
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    exact simulations
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    importance sampling
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    extreme values
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