TY - GEN
AU - Yamada, Toshihiro
TI - A New Algorithm for Computing Path Integrals and Weak Approximation of SDEs Inspired by Large Deviations and Malliavin Calculus
PB - SSRN
KW - Path integral
KW - Stochastic differential equation
KW - Weak approximation
KW - Large deviation
KW - Malliavin calculus
KW - Kusuoka approximation
PY - 2023
N2 - Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2023 erstellt
CY - [S.l.]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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