Rare Event Simulation for Stochastic Dynamics in Continuous Time
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DOI: 10.1007/s10955-019-02340-1
Abstract: Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We focus on the question of convergence properties for cloning algorithms in continuous time, and establish… read more here.
Keywords: stochastic dynamics; cloning algorithms; rare event; continuous time ... See more keywords