Rare Event Simulation of Small Noise Diffusions

Communications on Pure and Applied Mathematics

Volumn 65, Issue 12, 2012, Pages 1770-1803

  Vanden Eijnden, Eric ^a   Weare, Jonathan ^b  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84867596369     PISSN: 00103640     EISSN: 10970312     Source Type: Journal    
DOI: 10.1002/cpa.21428     Document Type: Article

References (22)

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