Weak approximation of SDEs for tempered distributions and applications

Y Iguchi, T Yamada - Advances in Computational Mathematics, 2022 - Springer
The paper shows a new weak approximation for generalized expectation of composition of a
Schwartz tempered distribution and a solution to stochastic differential equation. Any order …
被引用次数：2 相关文章

Weak approximation of SDEs for tempered distributions and applications

Y Iguchi, T Yamada - Advances in Computational Mathematics, 2022 - dl.acm.org
The paper shows a new weak approximation for generalized expectation of composition of a
Schwartz tempered distribution and a solution to stochastic differential equation. Any order …

Weak Approximation of SDEs for Tempered Distributions and Applications

Y Iguchi, T Yamada - Available at SSRN 3734921, 2020 - papers.ssrn.com
The paper shows a new weak approximation for generalized expectation of composition of a
Schwartz tempered distribution and a solution to stochastic differential equation. Any order …

Weak approximation of SDEs for tempered distributions and applications.

Y Iguchi, T Yamada - Advances in Computational …, 2022 - search.ebscohost.com
The paper shows a new weak approximation for generalized expectation of composition of a
Schwartz tempered distribution and a solution to stochastic differential equation. Any order …