Moderate deviations-based importance sampling for stochastic recursive equations (Q5233197)
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scientific article; zbMATH DE number 7105427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations-based importance sampling for stochastic recursive equations |
scientific article; zbMATH DE number 7105427 |
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Moderate deviations-based importance sampling for stochastic recursive equations (English)
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16 September 2019
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moderate deviations
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importance sampling
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rare event
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accelerated Monte Carlo
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