Unbiased simulation of rare events in continuous time (Q2157425)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased simulation of rare events in continuous time |
scientific article |
Statements
Unbiased simulation of rare events in continuous time (English)
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28 July 2022
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epsilon-strong simulation
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exact simulation
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Feynman-Kac
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sequential Monte Carlo
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splitting
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