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20172025
most citedDouble-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation

8 citations · 9 across the 8 of their papers we have counts for

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math.NA2023

Multi-index importance sampling for McKean--Vlasov stochastic differential equations

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai +1

This work addresses the estimation of rare-event quantities expressed as expectations of smooth observables of solutions to a broad class of McKean--Vlasov stochastic differential…