scientific article; zbMATH DE number 1278388

zbMATH Open0981.65013MaRDI QIDQ4239309FDOQ4239309

Søren Asmussen

Publication date: 25 April 1999

Title of this publication is not available (Why is that?)

zbMATH Keywords

Markov chain Monte Carlo methodsstochastic optimizationgradient estimationoutput analysissteady-state simulationrare events simulation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02)

Cited In (13)

• Title not available (Why is that?)
• Simulation and Inference for Stochastic Processes with YUIMA
• Modeling and Generating Stochastic Inputs for Simulation Studies
• Title not available (Why is that?)
• Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
• Simulation of stochastic processes with generation and transport of particles
• Indirect inference in fractional short-term interest rate diffusions
• Title not available (Why is that?)
• Simulation of the Asymptotic Constant in Some Fluid Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multidimensional random process synthesis and simulation
• Title not available (Why is that?)

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