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Adaptive Multilevel Splitting for Rare Event Analysis 

Authors: Freacutedeacuteric Ceacuterou a; Arnaud Guyader b
Affiliations:   a IRISA/INRIA, Campus de Beaulieu, Rennes, France
b Equipe de Statistique, Universiteacute 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
Formats available: HTML (English) : PDF (English)

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