Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions (Q3449933): Difference between revisions

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-Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
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@@ Property / author @@
+Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2963066152
@@ Property / OpenAlex ID: W2963066152 / rank @@
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@@ Property / arXiv ID @@
+.6928
@@ Property / arXiv ID: 1310.6928 / rank @@
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@@ Property / cites work @@
+Efficient importance sampling for binary contingency tables
+Normal rank
@@ Property / cites work @@
+Efficient rare-event simulation for the maximum of heavy-tailed random walks
+Normal rank
@@ Property / cites work @@
+On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
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@@ Property / cites work @@
+Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
+Normal rank
@@ Property / cites work @@
+Importance Sampling, Large Deviations, and Differential Games
+Normal rank
@@ Property / cites work @@
+Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
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@@ Property / cites work @@
+Importance Sampling for Multiscale Diffusions
@@ Property / cites work: Importance Sampling for Multiscale Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Escaping from an attractor: Importance sampling and rest points. I.
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@@ Property / cites work @@
+Asymptotic series and exit time probabilities
@@ Property / cites work: Asymptotic series and exit time probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
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@@ Property / cites work @@
+Q3692136
@@ Property / cites work: Q3692136 / rank @@
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@@ Property / cites work @@
+Q4225410
@@ Property / cites work: Q4225410 / rank @@
+Normal rank
@@ Property / cites work @@
+Limits of first passage times to rare sets in regenerative processes
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@@ Property / cites work @@
+Counterexamples in importance sampling for large deviations probabilities
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Rare Event Simulation of Small Noise Diffusions
@@ Property / cites work: Rare Event Simulation of Small Noise Diffusions / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3449933