High order weak approximation for irregular functionals of time-inhomogeneous SDEs
type: Item
instance of: scholarly article
title: High order weak approximation for irregular functionals of time-inhomogeneous SDEs
zbMATH Open document ID: 1489.60121
author: Toshihiro Yamada
published in: Monte Carlo Methods and Applications
publication date: 2021-07-14T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 7371391
zbMATH Keywords: weak approximation
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
full work available at URL: mcma-2021-2085
OpenAlex ID: W3131896781
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DOI: 10.1515/MCMA-2021-2085
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description: scientific article; zbMATH DE number 7371391