A coupling approach to rare event simulation via dynamic importance sampling

Thesis: S.M., Massachusetts Institute of Technology, Department of Aeronautics and Astronautics, 2017.

Bibliographic Details
Main Author: Zhang, Benjamin Jiahong
Other Authors: Youssef M. Marzouk.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2017
Subjects:
Online Access:http://hdl.handle.net/1721.1/112384