Pages that link to "Item:Q5029930"
From MaRDI portal
The following pages link to Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930):
Displaying 4 items.
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
- Control variate method for deep BSDE solver using weak approximation (Q6054320) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)