High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466)
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scientific article; zbMATH DE number 7371391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order weak approximation for irregular functionals of time-inhomogeneous SDEs |
scientific article; zbMATH DE number 7371391 |
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High order weak approximation for irregular functionals of time-inhomogeneous SDEs (English)
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14 July 2021
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weak approximation
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stochastic differential equations
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Malliavin calculus
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0.9140906
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0.9069465
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0.90495646
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0.8978394
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0.8968042
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0.8966532
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0.8905719
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0.88974947
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