Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (Q850766)
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scientific article; zbMATH DE number 5070923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion |
scientific article; zbMATH DE number 5070923 |
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Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (English)
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6 November 2006
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Gaussian processes
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importance sampling
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ruin probabilities
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reproducing kernel Hilbert space
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