salins.spiliopoulos:17:rare¶
BibTeX Entry:
@article{salins.spiliopoulos:17:rare,
author = {Salins, Michael and Spiliopoulos, Konstantinos},
doi = {10.1007/s40072-017-0100-y},
fjournal = {Stochastic Partial Differential Equations. Analysis and Computations},
issn = {2194-0401},
journal = {Stoch. Partial Differ. Equ. Anal. Comput.},
mrclass = {60H15 (35K20 35R60 60F10)},
mrnumber = {3736657},
number = {4},
pages = {652--690},
title = {Rare event simulation via importance sampling for linear {SPDE}'s},
url = {https://doi.org/10.1007/s40072-017-0100-y},
volume = {5},
year = {2017}
}