A Stochastic Interpretation of the Parametrix Method

DOI10.1007/S11253-024-02287-XMaRDI QIDQ6495807

Arturo Kohatsu-Higa

Publication date: 2 May 2024

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
• Unbiased simulation of stochastic differential equations using parametrix expansions
• Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
• Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
• Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
• Improved local approximation for multidimensional diffusions: The G-rates
• Stochastic levi sums
• On weak solution of SDE driven by inhomogeneous singular Lévy noise

This page was built for publication: A Stochastic Interpretation of the Parametrix Method