Unbiased simulation of rare events in continuous time
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Publication:2157425
DOI10.1007/s11009-021-09886-2zbMath1491.65011arXiv2102.08057OpenAlexW3210909423MaRDI QIDQ2157425
Murray Pollock, Adam M. Johansen, James Hodgson
Publication date: 28 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.08057
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