An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium
Ableidinger, M., Buckwar, E., Thalhammer, A.Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2016.08.043
Date:
September, 2016
File:
PDF, 335 KB
english, 2016