Analysis of adaptive multilevel splitting algorithms in an idealized case

Author: Bréhier Charles-Edouard   Lelièvre Tony   Rousset Mathias  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|361-394

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-10, pp. : 361-394

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Abstract