"Analysis of an interacting particle method for rare event estimation."

Yi Cai, Paul Dupuis (2013)

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DOI: 10.1007/S11134-013-9344-Z

access: closed

type: Journal Article

metadata version: 2020-05-18

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Yi Cai, Paul Dupuis:
Analysis of an interacting particle method for rare event estimation. Queueing Syst. Theory Appl. 73(4): 345-406 (2013)

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