A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274)
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scientific article; zbMATH DE number 7441542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weak approximation method for irregular functionals of hypoelliptic diffusions |
scientific article; zbMATH DE number 7441542 |
Statements
A weak approximation method for irregular functionals of hypoelliptic diffusions (English)
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9 December 2021
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hypoelliptic diffusions
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weak approximation
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stochastic differential equations
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Malliavin calculus
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