Pages that link to "Item:Q2132430"
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The following pages link to A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430):
Displaying 12 items.
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
- Control variate method for deep BSDE solver using weak approximation (Q6054320) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
