Authors: Liu, Jingchen Xu, Gongjun

Citation: Liu, Jingchen et . Xu, Gongjun, On the density functions of integrals of Gaussian random fields, Advances in applied probability , 45(2), 2013, pp. 398-424

Authors: Liu, Jingchen Yang, Xuan

Citation: Liu, Jingchen et Yang, Xuan, The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling, Advances in applied probability , 44(3), 2012, pp. 815-841

Authors: Blanchet, J. Liu, Jingchen

Citation: J. Blanchet, et Liu, Jingchen, State-dependent importance sampling for regularly varying random walks, Advances in applied probability , 40(2), 2008, pp. 1104-1128

Authors: Adler, Robert J. Blanchet, Jose H. Liu, Jingchen

Citation: J. Adler, Robert et al., Efficient Monte Carlo for high excursions of Gaussian random fields, Annals of applied probability , 22(3), 2012, pp. 1167-1214

Authors: Liu, Jingchen Xu, Gongjun

Citation: Liu, Jingchen et Xu, Gongjun, On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields, Annals of applied probability , 24(4), 2014, pp. 1691-1738