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Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs - MaRDI portal

Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930)

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scientific article; zbMATH DE number 7473848
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Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs
scientific article; zbMATH DE number 7473848

    Statements

    title
    Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (English)
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    author
    Toshihiro Yamada
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    publication date
    15 February 2022
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    zbMATH Keywords
    Kusuoka approximation
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    Ninomiya-Victoir splitting scheme
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    stochastic differential equations
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    Identifiers

    DOI
    10.1137/21M1433915
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    Mathematics Subject Classification ID
    60H35
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    60H07
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    65C05
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    65C30
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    91G60
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    zbMATH DE Number
    7473848
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    OpenAlex ID
    W4206698714
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