A weak approximation method for irregular functionals of hypoelliptic diffusions
type: Item
instance of: scholarly article
title: A weak approximation method for irregular functionals of hypoelliptic diffusions
zbMATH Open document ID: 1484.65009
author: Naho Akiyama
author: Toshihiro Yamada
published in: Applied Numerical Mathematics
publication date: 2021-12-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7441542
zbMATH Keywords: hypoelliptic diffusions
zbMATH Keywords: weak approximation
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
full work available at URL: j.apnum.2021.09.020
OpenAlex ID: W3202910732
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DOI: 10.1016/J.APNUM.2021.09.020
description: scientific article; zbMATH DE number 7441542