Splitting techniques in rare event simulation
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Year : 2009
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https://hal.inria.fr/hal-00792998
Submitted on : Thursday, February 21, 2013-2:19:54 PM
Last modification on : Friday, December 9, 2022-12:19:42 PM
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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⟩
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