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Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation., and . Stat. Comput., 28 (4): 923-935 (2018)Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks., , and . Stat. Comput., 30 (6): 1665-1689 (2020)A Fast Simulation Method for the Sum of Subexponential Distributions., , , , and . CoRR, (2014)Efficient importance sampling for large sums of independent and identically distributed random variables., , , and . Stat. Comput., 31 (6): 79 (2021)Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations., , and . Comput. Math. Appl., 71 (6): 1173-1197 (2016)Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms., , and . IEEE Wirel. Commun. Lett., 10 (3): 527-531 (2021)An exact power series formula of the outage probability with noise and interference over generalized fading channels., , , and . PIMRC, page 1-5. IEEE, (2016)A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control., , and . IEEE Trans. Automat. Contr., 60 (10): 2640-2649 (2015)A unified simulation approach for the fast outage capacity evaluation over generalized fading channels., , , and . ISIT, page 346-350. IEEE, (2015)Weak error rates for option pricing under the rough Bergomi model., , and . CoRR, (2020)