Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A duality approach for the weak approximation of stochastic differential equations

10 references·1 citing·36 second hop

FromToDepth

this work references cited by second hop

References

2006The Malliavin Calculus and Related Topics2,470 cited
1995The Malliavin Calculus and Related Topics1,545 cited
1991Dirichlet Forms and Analysis on Wiener Space541 cited
1996The law of the Euler scheme for stochastic differential equations375 cited
1984Applications of the Malliavin Calculus, Part I237 cited
1998Analysis on Wiener space and anticipating stochastic calculus101 cited
2005Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control93 cited
2001Competitive Monte Carlo methods for the pricing of Asian options74 cited
2002Variance Reduction Methods for Simulation of Densities on Wiener Space52 cited
1991The Malliavin calculus and stochastic delay equations40 cited

Cited by

2008Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work