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Splitting techniques in rare event simulation

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https://hal.inria.fr/hal-00792998
Contributor : Anne Jaigu Connect in order to contact the contributor
Submitted on : Thursday, February 21, 2013 - 2:19:54 PM
Last modification on : Tuesday, October 19, 2021 - 11:58:51 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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