A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720)
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| Language | Label | Description | Also known as |
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| English | A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion |
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A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (English)
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15 November 2019
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stochastic differential equation
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asymptotic expansion
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Monte Carlo simulation
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