Pages that link to "Item:Q4958839"
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The following pages link to Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839):
Displaying 10 items.
- A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← 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)
- Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← 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)
- High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
