On the Use of a Bridge Process in a Conditional Monte Carlo Simulation of Gaussian Queues

DOI10.1007/978-3-319-44615-8_18OpenAlexW2514624088MaRDI QIDQ4690241

Evsey Morozov, Michele Pagano, Oleg V. Lukashenko

Publication date: 22 October 2018

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-44615-8_18

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

Related Items (1)

Rare-event simulation for the hitting time of Gaussian processes

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