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Weak rate of convergence for an Euler scheme of nonlinear SDE’s
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Weak rate of convergence for an Euler scheme of nonlinear SDE’s (1997)Weak rate of convergence for an Euler sch…Importance sampling for McKean-Vlasov SDEs (2023)Importance sampling for McKea…Numerical error for SDE: Asymptotic expansion and hyperdistributions (2003)Numerical error for SDE: Asym…Analysis of Wiener Functionals (Malliavin Calculus) and its Applications to Heat Kernels (1987)The law of the Euler scheme for stochastic differential equations (1996)Weak approximation of killed diffusion using Euler schemes (2000)Stochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic differential equations and applications (2008)Probabilistic Theory of Mean Field Games with Applications I (2018)Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise (2020)
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  • 2003Numerical error for SDE: Asymptotic expansion and hyperdistributions20 cited
  • 2023Importance sampling for McKean-Vlasov SDEs19 cited

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