Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378)
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scientific article; zbMATH DE number 7242836
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| English | Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations |
scientific article; zbMATH DE number 7242836 |
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Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (English)
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2 September 2020
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parametrix
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stochastic differential equations
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expansions
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Monte Carlo methods
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