The following pages link to Cubature Methods and Applications (Q2847839):
Displaying 12 items.
- Markov semigroups with hypocoercive-type generator in infinite dimensions: ergodicity and smoothing (Q265493) (← links)
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes (Q2042872) (← links)
- Kusuoka-Stroock gradient bounds for the solution of the filtering equation (Q2261952) (← links)
- A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups (Q5857743) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
