January 01, 1992 book Numerical Solution of Stochastic Differential Equations Springer eBooks DOI: 10.1007/978-3-662-12616-5 OpenAlex Authors 0 Author list not loaded yet. Cited by 7 stored of 5,131 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 Importance sampling for rare event tracking within the ensemble Kalman filtering framework 2025 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 0 citations Weak convergence analysis in the particle limit of the McKean–Vlasov equation using stochastic flows of particle systems 2025 IMA Journal of Applied Mathematics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 1 citations Multilevel importance sampling for rare events associated with the McKean–Vlasov equation 2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 1 citations Double-loop importance sampling for McKean–Vlasov stochastic differential equation 2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Higher-order adaptive methods for exit times of Itô diffusions 2023 IMA Journal of Numerical Analysis article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 1 citations Gell-Mann–Low Criticality in Neural Networks 2022 Physical Review Letters article Physics and Astronomy Theoretical and Computational Physics Open access 22 citations Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems 2021 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access 0 citations 7 results References 0