A Control Variate Method Driven by Diffusion Approximation

DOI10.1002/CPA.21976zbMath1489.93118arXiv1906.01225OpenAlexW3123143661MaRDI QIDQ5072040

Laurent Mertz, Josselin Garnier

Publication date: 25 April 2022

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.01225

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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