Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels (Q4958839)
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scientific article; zbMATH DE number 7395673
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| English | Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels |
scientific article; zbMATH DE number 7395673 |
Statements
Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (English)
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15 September 2021
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heat kernel
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high-order discretization
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operator splitting
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Baker-Campbell-Hausdorff formula
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Malliavin calculus
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0.7448790669441223
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0.734167218208313
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0.7286598682403564
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0.7237456440925598
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