On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting (Q4631847): Difference between revisions
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scientific article; zbMATH DE number 7046336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting |
scientific article; zbMATH DE number 7046336 |
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On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting (English)
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23 April 2019
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tail probability estimation
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stochastic process
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stochastic differential equation
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