Improved local approximation for multidimensional diffusions: The G-rates

DOI10.1090/TPMS/1109MaRDI QIDQ3386926zbMATH OpenOpenAlexFDO

Authors S. V. Bodnarchuk, A. M. Kulik, D. O. Ivanenko, Arturo Kohatsu-Higa

Publication date 8 January 2021

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1109

zbMATH Keywords

expansionsstochastic differential equationstotal variation distance

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

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Cited in

(3)

• Small time chaos approximations for heat kernels of multidimensional diffusions
• A Stochastic Interpretation of the Parametrix Method
• Solution of stochastic boundary value problem in SDE using transition probability density function decomposition

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