Small noise expansion and importance sampling

Asymptotic Analysis

Volumn 14, Issue 4, 1997, Pages 361-376

  Fournie, Eric ^a   Lebuchoux, Jérôme ^b   Touzi, Nizar ^c  

^a Caisse Autonome de Refinancement   (France)

^b ECOLE NORMALE SUPÉRIEURE   (France)

^c UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039198716     PISSN: 09217134     EISSN: None     Source Type: Journal    
DOI: 10.3233/asy-1997-14404     Document Type: Article

References (18)

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