TY - JOUR A1 - Zhang, Wei A1 - Wang, Han A1 - Hartmann, Carsten A1 - Weber, Marcus A1 - Schütte, Christof T1 - Applications of the cross-entropy method to importance sampling and optimal control of diffusions T2 - Siam Journal on Scientific Computing Y1 - 2014 UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/5167 VL - 36 IS - 6 SP - A2654 EP - A2672 ER -