Rare-event simulation for the hitting time of Gaussian processes (Q832139)
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scientific article; zbMATH DE number 7498119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare-event simulation for the hitting time of Gaussian processes |
scientific article; zbMATH DE number 7498119 |
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Rare-event simulation for the hitting time of Gaussian processes (English)
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25 March 2022
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hitting time
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Gaussian processes
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conditional Monte Carlo
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bridge process
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random threshold
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