Rare event simulation and time discretization
Krzysztof Bisewski · Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands · 2019
To begin with, I would like to thank my supervisors Daan Crommelin and Michel Mandjes for guiding me through the entire PhD.You have given me a lot of freedom to pursue topics interesting to me while keeping me organized.You certainly taught me a whole lot about doing research and I feel very lucky for having you as my supervisors.Furthermore, I thank Harry van Zanten for his co-supervision in the early stages of my