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L. Angeli, S. Grosskinsky, A. M. Johansen, and A. Pizzoferrato. Rare event simulation for stochastic dynamics in continuous time. Journal of Statistical Physics, 2019. In press. [https://doi.org/10.1007/s10955-019-02340-1]
L. Angeli, S. Grosskinsky, and A. M. Johansen. Limit theorems for cloning algorithms. Submitted to Stochastic Processes and their Applications, May 2019. Available as: [https://arxiv.org/abs/1902.00509].
Angeli, Letizia; Grosskinsky, Stefan; Johansen, Adam M.; Pizzoferrato, Andrea. (2018). Rare event simulation for stochastic dynamics in continuous time. arXiv:1810.00693.
J. Kuntz, F. R. Crucinio, and A. M. Johansen. Product-form estimators: exploiting independence to scale up Monte Carlo. Statistics and Computing, 32(12):1–22, 2022.