On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting (Q4631847)
From MaRDI portal
scientific article; zbMATH DE number 7046336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting |
scientific article; zbMATH DE number 7046336 |
Statements
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting (English)
0 references
23 April 2019
0 references
tail probability estimation
0 references
stochastic process
0 references
stochastic differential equation
0 references
0 references
0 references
0 references
