Pages that link to "Item:Q4857623"
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The following pages link to Extrapolation Methods for the Weak Approximation of Ito Diffusions (Q4857623):
Displaying 6 items.
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- Higher-order weak schemes for the Heston stochastic volatility model by extrapolation (Q2235889) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- A Multiresolution Method for Parameter Estimation of Diffusion Processes (Q4904733) (← links)