[IEEE 2018 Winter Simulation Conference (WSC) - Gothenburg, Sweden (2018.12.9-2018.12.12)] 2018 Winter Simulation Conference (WSC) - SIMULATION-BASED ASSESSMENT OF THE STATIONARY TAIL DISTRIBUTION OF A STOCHASTIC DIFFERENTIAL EQUATION
Bisewski, Krzysztof, Crommelin, Daan, Mandjes, MichelYear:
2018
Language:
english
DOI:
10.1109/WSC.2018.8632197
File:
PDF, 10 KB
english, 2018