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We introduce weak approximation schemes of stochastic differential equations based on the asymptotic expansion method and Malliavin calculus introduced in the previous chapters.

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Weak Approximation

  • 章节

  • 发表日期：

    2025年

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  • Akihiko Takahashi,
  • Toshihiro Yamada

摘要

We introduce weak approximation schemes of stochastic differential equations based on the asymptotic expansion method and Malliavin calculus introduced in the previous chapters.