An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328): Difference between revisions
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Latest revision as of 11:44, 16 August 2024
scientific article; zbMATH DE number 7040529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions |
scientific article; zbMATH DE number 7040529 |
Statements
An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (English)
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22 March 2019
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stochastic differential equations
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weak approximation
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Malliavin calculus
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Monte Carlo simulation
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