Cubature on Wiener space: pathwise convergence (Q358624): Difference between revisions

@@ Property / author @@
-Peter K. Friz
@@ Property / author: Peter K. Friz / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2106798317
@@ Property / OpenAlex ID: W2106798317 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4623
@@ Property / arXiv ID: 1304.4623 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-closed form cubature and applications to financial diffusion models
+Normal rank
@@ Property / cites work @@
+From random walks to rough paths
@@ Property / cites work: From random walks to rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution function inequalities for martingales
+Normal rank
@@ Property / cites work @@
+Rough path limits of the Wong-Zakai type with a modified drift term
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+Q4535130
@@ Property / cites work: Q4535130 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Q3504644
@@ Property / cites work: Q3504644 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+Cubature on Wiener space
@@ Property / cites work: Cubature on Wiener space / rank @@
+Normal rank
@@ Property / cites work @@
+A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method
+Normal rank
@@ Property / cites work @@
+Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
+Normal rank
@@ Property / cites work @@
+Q4838528
@@ Property / cites work: Q4838528 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4054420
@@ Property / cites work: Q4054420 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:358624