Some Numerical Methods for Rare Events Simulation and Analysis (Q4567931): Difference between revisions

@@ Property / cites work @@
+Introduction to rare event simulation.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
+Normal rank
@@ Property / cites work @@
+A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
+Normal rank
@@ Property / cites work @@
+Simulation of diffusions by means of importance sampling paradigm
+Normal rank
@@ Property / cites work @@
+Splitting for rare event simulation: A large deviation approach to design and analysis
+Normal rank
@@ Property / cites work @@
+Q3134548
@@ Property / cites work: Q3134548 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations
@@ Property / cites work: Large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356586
@@ Property / cites work: Q4356586 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4225410
@@ Property / cites work: Q4225410 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
+Normal rank
@@ Property / cites work @@
+Optimal importance sampling with explicit formulas in continuous time
+Normal rank
@@ Property / cites work @@
+The geometric minimum action method: A least action principle on the space of curves
+Normal rank
@@ Property / cites work @@
+Q5559978
@@ Property / cites work: Q5559978 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo strategies in scientific computing.
@@ Property / cites work: Monte Carlo strategies in scientific computing. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance Reduction for Simulated Diffusions
@@ Property / cites work: Variance Reduction for Simulated Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Rare Event Simulation using Monte Carlo Methods
@@ Property / cites work: Rare Event Simulation using Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of computer simulation models with rare events
+Normal rank
@@ Property / cites work @@
+Minimum action method for the study of rare events
+Normal rank