Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777): Difference between revisions

@@ 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 @@
+The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
+Normal rank
@@ Property / cites work @@
+Estimation des densit�s: risque minimax
@@ Property / cites work: Estimation des densit�s: risque minimax / rank @@
+Normal rank
@@ Property / cites work @@
+Q3336497
@@ Property / cites work: Q3336497 / rank @@
+Normal rank
@@ Property / cites work @@
+The Fast Gauss Transform
@@ Property / cites work: The Fast Gauss Transform / rank @@
+Normal rank
@@ Property / cites work @@
+Donsker's delta functions and approximation of heat kernels by the time discretization methods
+Normal rank
@@ Property / cites work @@
+High order Itô-Taylor approximations to heat kernels
+Normal rank
@@ Property / cites work @@
+Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem
+Normal rank
@@ Property / cites work @@
+Evaluation of mean concentration and fluxes in turbulent flows by Lagrangian stochastic models
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo construction of hedging strategies against multi-asset European claims
+Normal rank
@@ Property / cites work @@
+Variance Reduction for Simulated Diffusions
@@ Property / cites work: Variance Reduction for Simulated Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal filtering of square-integrable signals in Gaussian noise
+Normal rank
@@ Property / cites work @@
+Q4863755
@@ Property / cites work: Q4863755 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Expansion of the global error for numerical schemes solving stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Criteria for the selection of stochastic models of particle trajectories in turbulent flows
+Normal rank
@@ Property / cites work @@
+Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples
+Normal rank