Pages that link to "Item:Q2335720"
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The following pages link to A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720):
Displaying 6 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
- A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization (Q5266232) (← links)
- Computational Science - ICCS 2004 (Q5712710) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)