Pages that link to "Item:Q479002"
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The following pages link to On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002):
Displaying 5 items.
- Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)
