Improved local approximation for multidimensional diffusions: The G-rates

DOI10.1090/TPMS/1109zbMATH Open1455.60089OpenAlexW3119877298MaRDI QIDQ3386926FDOQ3386926

Authors: S. V. Bodnarchuk, A. M. Kulik, D. O. Ivanenko, Arturo Kohatsu-Higa 

Publication date: 8 January 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1109

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zbMATH Keywords

stochastic differential equationstotal variation distanceexpansions

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

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Cited In (2)

• A Stochastic Interpretation of the Parametrix Method
• Small time chaos approximations for heat kernels of multidimensional diffusions

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