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Book Sections Year : 2009

Splitting techniques in rare event simulation

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hal-00792998 , version 1 (21-02-2013)

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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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