The following pages link to (Q5423777):
Displayed 9 items.
- High order recombination and an application to cubature on Wiener space (Q453236) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes (Q2042872) (← links)
- Monte Carlo construction of cubature on Wiener space (Q2135546) (← 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)
- Cubature Methods and Applications (Q2847839) (← links)