Splitting techniques in rare event simulation

Résumé : No abstract
Document type :
Book sections
Liste complète des métadonnées

https://hal.inria.fr/hal-00792998
Contributor : Anne Jaigu <>
Submitted on : Thursday, February 21, 2013 - 2:19:54 PM
Last modification on : Wednesday, April 17, 2019 - 12:15:34 PM

Identifiers

Citation

Pierre L'Ecuyer, François Le Gland, Pascal Lezaud, Bruno Tuffin. Splitting techniques in rare event simulation. Rubino, Gerardo and Tuffin, Bruno. Rare Event Simulation using Monte Carlo Methods, John Wiley & Sons, pp.39-62, 2009, ⟨10.1002/9780470745403.ch3⟩. ⟨hal-00792998⟩

Share

Metrics

Record views

889