Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations

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Publication:2196378

DOI10.1016/j.spa.2020.03.016OpenAlexW3016688278WikidataQ115341138 ScholiaQ115341138MaRDI QIDQ2196378

Patrik Andersson, Arturo Kohatsu-Higa, Tomooki Yuasa

Publication date: 2 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2020.03.016




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