An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space (Q2013298): Difference between revisions

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+Tau functions of KP solitons realized in Wiener space
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+Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus
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+Levy's stochastic area formula in higher dimensions
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+Stratonovich and Ito Stochastic Taylor Expansions
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+Q5486567
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+Cubature on Wiener space
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+A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method
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+Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
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