Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959): Difference between revisions

@@ Property / author @@
+Rachel Kuske
@@ Property / author: Rachel Kuske / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte Carlo methods in finance
+Normal rank
@@ Property / cites work @@
+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
+Normal rank
@@ Property / cites work @@
+Weak approximation of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+The Malliavin calculus and stochastic delay equations
+Normal rank
@@ Property / cites work @@
+Q4218974
@@ Property / cites work: Q4218974 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
+Normal rank
@@ Property / cites work @@
+Lyapunov exponents of linear stochastic functional differential equations. II: Examples and case studies
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise
+Normal rank
@@ Property / cites work @@
+Numerical Solutions of Stochastic Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Weak discrete time approximation of stochastic differential equations with time delay
+Normal rank
@@ Property / cites work @@
+Variance Reduction Methods for Simulation of Densities on Wiener Space
+Normal rank
@@ Property / cites work @@
+Weak approximations. A Malliavin calculus approach
+Normal rank
@@ Property / cites work @@
+Q4714065
@@ Property / cites work: Q4714065 / rank @@
+Normal rank
@@ Property / cites work @@
+Moderate deviations for diffusions with Brownian potentials
+Normal rank
@@ Property / cites work @@
+Coherence of noisy oscillators with delayed feedback
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
+Normal rank
@@ Property / cites work @@
+A duality approach for the weak approximation of stochastic differential equations
+Normal rank