State-dependent importance sampling for regularly varying random walks (Q3603200)

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State-dependent importance sampling for regularly varying random walks
scientific article

    Statements

    title
    State-dependent importance sampling for regularly varying random walks (English)
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    publication date
    16 February 2009
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    zbMATH Keywords
    importance sampling
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    random walk
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    regularly varying
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    Identifiers

    Mathematics Subject Classification ID
    60G50
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    60J05
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    60G70
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    68W40
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    zbMATH DE Number
    5508242
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