Pages that link to "Item:Q1713860"
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The following pages link to A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860):
Displayed 4 items.
- Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization (Q2220742) (← links)
- A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
- A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)