An arbitrary high order weak approximation of SDE and Malliavin Monte Carlo: analysis of probability distribution functions (Q4629328)
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scientific article; zbMATH DE number 7040529
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| English | An arbitrary high order weak approximation of SDE and Malliavin Monte Carlo: analysis of probability distribution functions |
scientific article; zbMATH DE number 7040529 |
Statements
An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions (English)
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22 March 2019
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stochastic differential equations
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weak approximation
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Malliavin calculus
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Monte Carlo simulation
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0.8502485156059265
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0.823339581489563
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0.8032422065734863
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0.7933202385902405
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