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"Importance Sampling for Multiscale Diffusions."

Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang (2012)

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DOI: 10.1137/110842545

access: closed

type: Journal Article

metadata version: 2020-03-31

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  - https://dblp.org/rec/journals/mmas/DupuisSW12
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang:
Importance Sampling for Multiscale Diffusions. Multiscale Model. Simul. 10(1): 1-27 (2012)

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