Asymptotic Expansion and Weak Approximation
Applications of Malliavin Calculus and Deep Learning
AvAkihiko Takahashi,Toshihiro Yamada
Häftad, Engelska, 2025
Del i serien SpringerBriefs in Statistics
481 kr
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Beskrivning
mso-bidi-language: AR-SA;">This book provides a self-contained lecture on a Malliavin calculus approach to asymptotic expansion and weak approximation of stochastic differential equations (SDEs) as well as numerical methods for computing parabolic partial differential equations (PDEs).
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