The following pages link to Cubature on Wiener space (Q3043430):
Displayed 30 items.
- Cubature on Wiener space: pathwise convergence (Q358624) (← links)
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- High order recombination and an application to cubature on Wiener space (Q453236) (← links)
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
- Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Brownian Chen series and Atiyah-Singer theorem (Q2469823) (← links)
- A signed measure on rough paths associated to a PDE of high order: results and conjectures (Q2655934) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434) (← links)
- Jump-diffusions in Hilbert spaces: existence, stability and numerics (Q3080997) (← links)
- ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (Q3174006) (← links)
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)
- Calculating the Greeks by cubature formulae (Q3503276) (← links)
- Some remarks on the numerical approximation of stochastic differential equations (Q3533907) (← links)
- A combinatorial method for calculating the moments of Lévy area (Q3542023) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- Cubature on Wiener space in infinite dimension (Q3560331) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Semi-closed form cubature and applications to financial diffusion models (Q5397417) (← links)
- On The Error Estimate for Cubature on Wiener Space (Q5419406) (← links)
- Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)