Pages that link to "Item:Q2080137"
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The following pages link to Quantization methods for stochastic differential equations (Q2080137):
Displaying 10 items.
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Stochastic quantization for the fractional Edwards measure (Q2412749) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Stochastic quantization of time-dependent systems by the Haba and Kleinert method (Q2575476) (← links)
- (Q3468422) (← links)
- Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications (Q3504217) (← links)
- (Q3800874) (← links)
- Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions (Q5077071) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)