Adaptive Multilevel Splitting for Rare Event Analysis-Reference-Cited by-同舟云学术

Adaptive Multilevel Splitting for Rare Event Analysis

Published:2007-02-27 Issue:2 Volume:25 Page:417-443
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Cérou Frédéric,Guyader Arnaud

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07362990601139628

Reference18 articles.

1. Handbook of Brownian Motion — Facts and Formulae

2. Del Moral , P. , and Garnier , J. 2004 . Genealogical particle analysis of rare events . Submitted to theAnnals of Applied Probability.Available athttp://www.lsp.ups-tlse.fr/Garnier/ .

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