Pages that link to "Item:Q2357445"

The following pages link to A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445):

Displaying 10 items.

• A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
• Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
• A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
• A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
• A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
• High weak order methods for stochastic differential equations based on modified equations (Q2909289) (← links)
• An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328) (← links)
• A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
• Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
• An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations (Q6080380) (← links)