Pages that link to "Item:Q453236"
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The following pages link to High order recombination and an application to cubature on Wiener space (Q453236):
Displaying 14 items.
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002) (← links)
- Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988) (← links)
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Monte Carlo cubature construction (Q2044144) (← links)
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Estimating the probability that a given vector is in the convex hull of a random sample (Q2689428) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
