Adaptive Multilevel Splitting for Rare Event Analysis

Authors: Fr eacute

ric C

rou ^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: journal

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)

Article Requests: Order Reprints : Request Permissions

Linking to informaworld

Article Link

To link directly to Adaptive Multilevel Splitting for Rare Event Analysis:

Open URL Style	http://www.informaworld.com/openurl?genre=article&issn=0736-2994&volume=25&issue=2&spage=417
DOI	http://dx.doi.org/10.1080/07362990601139628

Issue Link

To link directly to Stochastic Analysis and Applications, Volume 25 No. 2:

Open URL Style

Journal Link

To link directly to Stochastic Analysis and Applications:

Open URL Style	http://www.informaworld.com/openurl?genre=journal&issn=0736-2994
Paper ISSN	http://www.informaworld.com/0736-2994
Electronic ISSN	http://www.informaworld.com/1532-9356