Donsker's delta functions and approximation of heat kernels by the time discretization methods
From MaRDI portal
Publication:675800
DOI10.1215/KJM/1250518506zbMATH Open0883.60056OpenAlexW1594585884MaRDI QIDQ675800FDOQ675800
Publication date: 4 March 1998
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250518506
Recommendations
- A note on time regularity for discrete time heat kernels
- A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation
- Heat kernel estimates and functional calculi of $-b \Delta$
- Heat kernel method for the Levi-Cività equation in distributions and hyperfunctions
- Heat kernel estimates for time fractional equations
- scientific article; zbMATH DE number 1064913
- Time dependent boundary norms for kernels and regularizing properties of the double layer heat potential
- A quadrature formula for diffusion polynomials corresponding to a generalized heat kernel
- scientific article; zbMATH DE number 5785741
- Heat kernels of the discrete Laguerre operators
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (18)
- Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
- Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation
- On an approach for evaluating certain trigonometric character sums using the discrete time heat kernel
- Weak approximations. A Malliavin calculus approach
- Title not available (Why is that?)
- Stability and approximations of symmetric diffusion semigroups and kernels
- Weak Milstein scheme without commutativity condition and its error bound
- Derivative of the Donsker delta functionals
- A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights
- Total variation bound for Milstein scheme without iterated integrals
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
- A weak approximation method for irregular functionals of hypoelliptic diffusions
- A higher order weak approximation of McKean-Vlasov type SDEs
- An optimal control variance reduction method for density estimation
- Stochastic quantization and ergodic theorem for density of diffusions
- Control variate method for deep BSDE solver using weak approximation
- A Lattice-Based Smoother for Regions With Irregular Boundaries and Holes
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
This page was built for publication: Donsker's delta functions and approximation of heat kernels by the time discretization methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q675800)
