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20142026
most citedUniform large deviation principles for Banach space valued stochastic differential equations

6 citations · 12 across the 27 of their papers we have counts for

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math.PR2022

Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime

Ioannis Gasteratos, Michael Salins, Konstantinos Spiliopoulos

We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighbo…