114 citations · 178 across the 21 of their papers we have counts for
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math.PR2014★ 2 cited
Analysis of Adaptive Multilevel Splitting algorithms in an idealized case
Charles-Edouard Bréhier, Tony Lelievre, Mathias Rousset
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile method to estimate rare events probabilities. It is an iterative procedure on an interacting particle s…
math.AP2014★ 2 cited
Analysis and simulation of rare events for SPDE
Charles-Edouard Bréhier, Maxime Gazeau, Ludovic Goudenège +1
In this work, we consider the numerical estimation of the probability for a stochastic process to hit a set B before reaching another set A. This event is assumed to be rare. We co…