Weak approximation of SDEs for tempered distributions and applications
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Publication:2165018
DOI10.1007/s10444-022-09960-4zbMath1498.60189OpenAlexW4289170043WikidataQ114227741 ScholiaQ114227741MaRDI QIDQ2165018
Publication date: 18 August 2022
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10444-022-09960-4
Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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