Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930)
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scientific article; zbMATH DE number 7473848
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| English | Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs |
scientific article; zbMATH DE number 7473848 |
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Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (English)
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15 February 2022
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Kusuoka approximation
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Ninomiya-Victoir splitting scheme
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stochastic differential equations
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0.8860001
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0.8618604
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0.8573955
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0.84808064
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0.84465915
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0.8441817
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0.84402263
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