June 16, 2016 article Open access Multilevel hybrid split-step implicit tau-leap Numerical Algorithms DOI: 10.1007/s11075-016-0158-z Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 4 stored of 11 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities 2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications 2 citations Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach 2024 Journal of Computational and Applied Mathematics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 2 citations Learning-based importance sampling via stochastic optimal control for stochastic reaction networks 2023 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 4 citations Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks 2020 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 1 citations 4 results References 0