2 papers
math.PR2020
Large Deviations of Cancer Recurrence Timing
Pranav Hanagal, Kevin Leder, Zicheng Wang
We study large deviation events in the timing of disease recurrence. In particular, we are interested in modeling cancer treatment failure due to mutation-induced drug resistance.…
math.PR2019
Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian motions
Kevin Leder, Xin Liu, Zicheng Wang
We study rare event simulations of semimartingale reflecting Brownian motions (SRBMs) in an orthant. The rare event of interest is that a -dimensional positive recurrent SRBM en…