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"Girsanov's transformation based variance reduced Monte Carlo simulation ..."
Oindrila Kanjilal, C. S. Manohar (2017)
- Oindrila Kanjilal
, C. S. Manohar:
Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics. J. Comput. Phys. 341: 278-294 (2017)
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