Weak approximations. A Malliavin calculus approach
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Publication:4517515
DOI10.1090/S0025-5718-00-01201-1zbMath0956.60059OpenAlexW3123242758MaRDI QIDQ4517515
Publication date: 22 November 2000
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-00-01201-1
Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Boundary value problems for ordinary differential equations (34B99)
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