Publisher
Springer International Publishing
Reference55 articles.
1. S. Asmussen, P.W. Glynn, Stochastic Simulation: Algorithms and Analysis (Springer, New York, 2007)
2. P. Banushkina, M. Meuwly, Diffusive dynamics on multidimensional rough free energy surfaces. J. Chem. Phys. 127, 135101 (2007)
3. A. Bensoussan, J.L. Lions, G. Papanicolaou, Asymptotic Analysis for Periodic Structures, vol. 5, Studies in Mathematics and its Applications (North-Holland Publishing Co., Amsterdam, 1978)
4. J.H. Blanchet, P. Glynn, Efficient rare-event simulation for the maximum of heavy-tailed random walks. Ann. Appl. Prob. 18, 1351–1378 (2008)
5. J.H. Blanchet, J.C. Liu, State-dependent importance sampling for regularly varying random walks. Adv. Appl. Probab. 40, 1104–1128 (2008)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献