On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming

Kenji Kashima, Reiichiro Kawai. On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming. SIAM J. Scientific Computing, 35(1), 2013. [doi]

Authors

Kenji Kashima

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Reiichiro Kawai

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