Citation: Dupuis, Paul et Wang, Hui, Dynamic importance sampling for uniformly recurrent Markov chains, Annals of applied probability , 15((1A)), 2005, pp. 1-38
Citation: Dupuis, Paul et Oliensis, John, An Optimal Control Formulation and Related Numerical Methods for a Problem in Shape Reconstruction, Annals of applied probability , 4(2), 1994, pp. 287-346
Citation: Dupuis, Paul et Ramanan, Kavita, Large deviation properties of data streams that share a buffer, Annals of applied probability , 8(4), 1998, pp. 1070-1129
Citation: Dupuis, Paul et Liu, Yufei, On the large deviation rate function for the empirical measures of reversible jump Markov processes, Annals of probability , 43(3), 2015, pp. 1121-1156
Citation: Dupuis, Paul et Wang, Hui, On the convergence from discrete to continuous time in an optimal stopping problem, Annals of applied probability , 15(2), 2005, pp. 1339-1366
Authors:
Budhiraja, Amarjit
Dupuis, Paul
Ganguly, Arnab
Citation: Budhiraja, Amarjit et al., Moderate deviation principles for stochastic differential equations with jumps, Annals of probability , 44(3), 2016, pp. 1723-1775
Authors:
Budhiraja, Amarjit
Ganguly, Arnab
Dupuis, Paul
Citation: Budhiraja, Amarjit et al., Moderate deviation principles for stochastic differential equations with jumps, Annals of probability (Online) , 44(3), 2016, pp. 1723-1775
Authors:
Dupuis, Paul
Spiliopoulos, Konstantinos
Zhou, Xiang
Citation: Dupuis, Paul et al., Escaping from an attractor: Importance sampling and rest points I, Annals of applied probability , 25(5), 2015, pp. 2909-2958