An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise (Q605472)
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scientific article; zbMATH DE number 5818866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise |
scientific article; zbMATH DE number 5818866 |
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An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise (English)
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24 November 2010
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first-passage probability
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importance sampling
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dynamic systems
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Girsanov transformation
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