Variance Reduction Methods for Simulation of Densities on Wiener Space (Q4787273)
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scientific article; zbMATH DE number 1848935
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| English | Variance Reduction Methods for Simulation of Densities on Wiener Space |
scientific article; zbMATH DE number 1848935 |
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Variance Reduction Methods for Simulation of Densities on Wiener Space (English)
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5 January 2003
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stochastic differential equations
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weak approximations
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variance reduction
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kernel density estimation
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Malliavin calculus
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0.8358002305030823
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0.7959606051445007
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0.7926065921783447
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0.7871304750442505
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