A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
type: Item
instance of: scholarly article
title: A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
zbMATH Open document ID: 1425.60062
author: Yusuke Okano
author: Toshihiro Yamada
published in: Monte Carlo Methods and Applications
publication date: 2019-11-15T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 7130557
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: MaRDI publication profile
full work available at URL: mcma-2019-2044
OpenAlex ID: W2968993686
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Wikidata QID: Q127364952
DOI: 10.1515/MCMA-2019-2044
description: scientific article; zbMATH DE number 7130557