Pages that link to "Item:Q292908"

The following pages link to A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908):

Displaying 23 items.

• Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
• A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• High order weak approximation for irregular functionals of time-inhomogeneous SDEs (Q2040466) (← links)
• A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
• A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
• A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
• Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
• Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization (Q2220742) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
• A third-order weak approximation of multidimensional Itô stochastic differential equations (Q2315350) (← links)
• A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445) (← links)
• A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
• Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
• Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
• Control variate method for deep BSDE solver using weak approximation (Q6054320) (← links)
• Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
• Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
• Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)