Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications |
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Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (English)
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5 August 2008
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importance sampling
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marked Poisson process
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stabilizing functional
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stopping set.
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