Pages that link to "Item:Q3015679"
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The following pages link to Efficient and Practical Implementations of Cubature on Wiener Space (Q3015679):
Displaying 26 items.
- High order recombination and an application to cubature on Wiener space (Q453236) (← links)
- On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← 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 weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← links)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
- Efficient quantisation and weak covering of high dimensional cubes (Q2167316) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Cubature on Wiener space (Q3043430) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← 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)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930) (← links)
- Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
