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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Bibliographic Details

Main Authors:	Takahashi, Akihiko (Author), Yamada, Toshihiro (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Singapore : Springer Nature Singapore : Imprint: Springer, 2025.
Edition:	1st ed. 2025.
Series:	JSS Research Series in Statistics,
Subjects:	Statistics . Mathematical statistics > Data processing. Statistical Theory and Methods. Statistics and Computing. Applied Statistics.
Online Access:	https://doi.org/10.1007/978-981-96-8280-5
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