Pages that link to "Item:Q483627"
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The following pages link to Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627):
Displaying 9 items.
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Numerical solutions of some stochastic hyperbolic wave equations including sine-Gordon equation (Q2186159) (← links)
- A weighted POD method for elliptic PDEs with random inputs (Q2333690) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- (Q3192792) (← links)
- Construction of a Third-Order K-Scheme and Its Application to Financial Models (Q4607056) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations (Q6080380) (← links)
