Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes (Q2516390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes |
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Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes (English)
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31 July 2015
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large deviations
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conditioned Gaussian processes
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exit time probabilities
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Monte Carlo methods
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reproducing kernel Hilbert spaces
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