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Results: 1-5 |
Results: 5

Authors: Blanchet, Jose Chen, Xinyun Dong, Jing
Citation: Blanchet, Jose et al., E-strong simulation for multidimensional stochastic differential equations via rough path analysis, Annals of applied probability , 30(6), 2020, pp. 275-336

Authors: Blanchet, Jose Glynn, Peter
Citation: Blanchet, Jose et Glynn, Peter, Complete corrected diffusion approximations for the maximum of a random walk, Annals of applied probability , 16(2), 2006, pp. 951-983

Authors: Blanchet, Jose Glynn, Peter
Citation: Blanchet, Jose et Glynn, Peter, Efficient rare-event simulation for the maximum of heavy-tailed random walks, Annals of applied probability , 18(4), 2008, pp. 1351-1378

Authors: Blanchet, Jose Chen, Xinyun
Citation: Blanchet, Jose et Chen, Xinyun, Steady-state simulation of reflected Brownian motion and related stochastic networks, Annals of applied probability , 25(6), 2015, pp. 3209-3250

Authors: Rhee, Chang-Han Zwart, Bert Blanchet, Jose
Citation: Rhee, Chang-han et al., Sample path large deviations for Lévy processes and random walks with regularly varying increments, Annals of probability (Online) , 47(6), 2019, pp. 3551-3605
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