Author:
Hartmann Carsten,Schütte Christof,Weber Marcus,Zhang Wei
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference46 articles.
1. Asmussen, S., Glynn, P.W.: Stochastic simulation: algorithms and analysis. Springer, New York (2007)
2. Asmussen, S., Kroese, D.P.: Improved algorithms for rare event simulation with heavy tails. Adv. Appl. Prob. 38, 545–558 (2006)
3. Bensoussan, A., Lions, J.-L., Papanicolaou, G.: Asymptotic analysis for periodic structures. Studies in mathematics and its applications, North-Holland (1978)
4. Berglund, N., Gentz, B.: Metastability in simple climate models: pathwise analysis of slowly driven Langevin equations. Stoch. Dyn. 02, 327–356 (2002)
5. Blanchet, J., Glynn, P.: Efficient rare-event simulation for the maximum of heavy-tailed random walks. Ann. Appl. Probab. 18, 1351–1378 (2008)
Cited by
13 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