Krzysztof Bisewski, Daan Crommelin, Michel Mandjes. Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation. In 2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, December 9-12, 2018. pages 1742-1753, IEEE, 2018. [doi]
@inproceedings{BisewskiCM18-0,
title = {Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation},
author = {Krzysztof Bisewski and Daan Crommelin and Michel Mandjes},
year = {2018},
doi = {10.1109/WSC.2018.8632197},
url = {https://doi.org/10.1109/WSC.2018.8632197},
researchr = {https://researchr.org/publication/BisewskiCM18-0},
cites = {0},
citedby = {0},
pages = {1742-1753},
booktitle = {2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, December 9-12, 2018},
publisher = {IEEE},
isbn = {978-1-5386-6572-5},
}