A high-order recombination algorithm for weak approximation of stochastic differential equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ninomiya, Syoiti, Shinozaki, Yuji
Format:	Preprint
Published:	2025
Subjects:	Probability Computational Finance 91G60, 60H35, 65C20, 65C30, 65C05, 68U20, 62P05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.19717