A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting |
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A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (English)
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3 June 2022
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weak approximation
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stochastic differential equation
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jump-diffusion
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Malliavin calculus
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operator splitting
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