"Nonasymptotic performance analysis of importance sampling schemes for ..."

Konstantinos Spiliopoulos (2015)

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DOI: 10.1017/S0021900200113440

access: closed

type: Journal Article

metadata version: 2020-04-16

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Konstantinos Spiliopoulos:
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. J. Appl. Probab. 52(3): 797-810 (2015)

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