Asymptotic Expansion and Weak Approximation Applications of Malliavin Calculus and Deep Learning /
This book provides a self-contained lecture on a Malliavin calculus approach to asymptotic expansion and weak approximation of stochastic differential equations (SDEs), along with numerical methods for computing parabolic partial differential equations (PDEs). Constructions of weak approximation and...
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| Auteurs principaux: | , |
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| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2025.
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| Édition: | 1st ed. 2025. |
| Collection: | JSS Research Series in Statistics,
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| Sujets: | |
| Accès en ligne: | https://doi.org/10.1007/978-981-96-8280-5 |
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Table des matières:
- Chapter 1. Introduction
- Chapter 2. Itô calculus
- Chapter 3. Malliavin calculus
- Chapter 4. Asymptotic expansion
- Chapter 5. Weak approximation
- Chapter 6. Application: Deep learning-based weak approximation.