Pages that link to "Item:Q4542937"
From MaRDI portal
The following pages link to Discrete chaotic calculus and covariance identities (Q4542937):
Displaying 5 items.
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Clark formula and logarithmic Sobolev inequalities for Bernoulli measures (Q1871537) (← links)
- Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION (Q5051176) (← links)