Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391)

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Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
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    Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (English)
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    5 August 2008
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    importance sampling
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    marked Poisson process
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    stabilizing functional
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    stopping set.
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