An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (Q4629328): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 17:39, 5 March 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)
0 references
22 March 2019
0 references
stochastic differential equations
0 references
weak approximation
0 references
Malliavin calculus
0 references
Monte Carlo simulation
0 references