Pages that link to "Item:Q2208270"
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The following pages link to A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270):
Displaying 5 items.
- On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs (Q2099171) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation (Q2673974) (← links)
- Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (Q6136818) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
