Weak approximation of SDEs for tempered distributions and applications

DOI10.1007/S10444-022-09960-4zbMath1498.60189OpenAlexW4289170043WikidataQ114227741 ScholiaQ114227741MaRDI QIDQ2165018

Toshihiro Yamada, Yuga Iguchi

Publication date: 18 August 2022

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-022-09960-4

zbMATH Keywords

stochastic differential equationweak approximationSchwartz tempered distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions

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