June 30, 2016 article Open access Model reduction algorithms for optimal control and importance sampling of diffusions Nonlinearity DOI: 10.1088/0951-7715/29/8/2298 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 4 stored of 25 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 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 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 4 results References 0