Importance sampling for families of distributions
From MaRDI portal
Publication:1578598
DOI10.1214/aoap/1029962870zbMath0966.60061OpenAlexW2044181424MaRDI QIDQ1578598
Publication date: 4 September 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1029962870
Discrete-time Markov processes on general state spaces (60J05) Probabilistic methods, stochastic differential equations (65C99)
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