"Rare-event simulations for exponential integrals of smooth Gaussian processes."

Jingchen Liu, Gongjun Xu (2012)

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DOI: 10.1109/WSC.2012.6465201

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Jingchen Liu, Gongjun Xu:
Rare-event simulations for exponential integrals of smooth Gaussian processes. WSC 2012: 36:1-36:10

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