Monte Carlo construction of cubature on Wiener space (Q2135546)
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scientific article; zbMATH DE number 7523438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo construction of cubature on Wiener space |
scientific article; zbMATH DE number 7523438 |
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Monte Carlo construction of cubature on Wiener space (English)
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9 May 2022
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weak approximation of SDE
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cubature on Wiener space
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Lie algebra
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Tchakaloff's theorem
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Monte Carlo sampling
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