Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions (Q5084494)
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scientific article; zbMATH DE number 7547879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions |
scientific article; zbMATH DE number 7547879 |
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Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian Motions (English)
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24 June 2022
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semimartingale reflecting Brownian motions
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rare event simulations
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particle splitting algorithms
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large deviation principle
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variational problems
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subsolutions
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