Rare event simulation for diffusion processes via two-stage importance sampling (Q2248048): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/mcma-2013-0019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1439202096 / rank | |||
Normal rank | |||
Latest revision as of 22:31, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare event simulation for diffusion processes via two-stage importance sampling |
scientific article |
Statements
Rare event simulation for diffusion processes via two-stage importance sampling (English)
0 references
30 June 2014
0 references
importance sampling
0 references
diffusion processes
0 references
rare events
0 references
cross entropy
0 references
Brownian motion
0 references
