@misc{ZhangWangHartmannetal., author = {Zhang, Wei and Wang, Han and Hartmann, Carsten and Weber, Marcus and Sch{\"u}tte, Christof}, title = {Applications of the cross-entropy method to importance sampling and optimal control of diffusions}, series = {SIAM (Society for Industrial and Applied Mathematics)}, volume = {36}, journal = {SIAM (Society for Industrial and Applied Mathematics)}, number = {6}, issn = {1095-7197}, doi = {10.1137/14096493X}, pages = {A2654 -- A2672}, language = {en} } @misc{HartmannSchuetteWeberetal., author = {Hartmann, Carsten and Sch{\"u}tte, Christof and Weber, Marcus and Zhang, Wei}, title = {Importance sampling in path space for diffusion processes with slow-fast variables}, series = {Probability Theory and Related Fields}, volume = {170}, journal = {Probability Theory and Related Fields}, number = {1-2}, issn = {0178-8051}, doi = {10.1007/s00440-017-0755-3}, pages = {177 -- 228}, language = {en} }