Weak approximations. A Malliavin calculus approach
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Publication:4517515
DOI10.1090/S0025-5718-00-01201-1zbMath0956.60059MaRDI QIDQ4517515
Publication date: 22 November 2000
Published in: Mathematics of Computation (Search for Journal in Brave)
60H07: Stochastic calculus of variations and the Malliavin calculus
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
34B99: Boundary value problems for ordinary differential equations
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