Pages that link to "Item:Q2315350"
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The following pages link to A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350):
Displaying 10 items.
- High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
- A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- 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 high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
- Control variate method for deep BSDE solver using weak approximation (Q6054320) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
