Adaptive Multilevel Splitting for Rare Event Analysis 

Authors: Frdric Crou ^a; Arnaud Guyader ^b

Affiliations:	a IRISA/INRIA, Campus de Beaulieu, Rennes, France
	b Equipe de Statistique, Universit Haute Bretagne, Rennes, France

DOI: 10.1080/07362990601139628

Publication Frequency: 6 issues per year

Published in: Stochastic Analysis and Applications, Volume 25, Issue 2 March 2007 , pages 417 - 443

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: HTML (English) : PDF (English)

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