Pages that link to "Item:Q862201"

The following pages link to A duality approach for the weak approximation of stochastic differential equations (Q862201):

Displaying 18 items.

• Localization of Wiener functionals of fractional regularity and applications (Q402713) (← links)
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
• When and how an error yields a Dirichlet form (Q860788) (← links)
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← 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)
• Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering (Q2174790) (← links)
• Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
• An optimal control variance reduction method for density estimation (Q2518612) (← links)
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
• Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
• Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
• Existence and uniqueness of solutions of stochastic functional differential equations (Q3103224) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models (Q5092721) (← links)
• Weak approximation of stochastic differential delay equations for bounded measurable function (Q5169605) (← links)
• Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079) (← links)
• Hyperbolic embedding of infinite-dimensional convex bodies (Q6668424) (← links)