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"An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte ..."

Toshihiro Yamada (2019)

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DOI: 10.1137/17M114412X

access: closed

type: Journal Article

metadata version: 2020-05-11

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  - https://dblp.org/rec/journals/siamnum/Yamada19
Toshihiro Yamada:
An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo: Analysis of Probability Distribution Functions. SIAM J. Numer. Anal. 57(2): 563-591 (2019)

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