Peak value-at-risk estimation. What is the maximum value of a state function p(x) along Stochastic Differential Equation (SDE) trajectories such that there exists an epsilon-probability of exceeding this bound at some particular time?
Jarmill/chance_peak
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Probabilistic peak estimation: At each point in time, the probability that a state function will exceed a solved threshold has probability <epsilon. Based on the theory of value-at-risk approximations.
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