Pages that link to "Item:Q2057274"
From MaRDI portal
The following pages link to A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274):
Displaying 3 items.
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)