Pages that link to "Item:Q4517515"
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The following pages link to Weak approximations. A Malliavin calculus approach (Q4517515):
Displaying 14 items.
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
- Estimates of the difference between two probability densities of Wiener functionals and its application (Q2031000) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
- Asymptotic behavior of the weak approximation to a class of Gaussian processes (Q5152518) (← links)
- Weak approximation of stochastic differential delay equations for bounded measurable function (Q5169605) (← links)
