A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion

Yusuke Okano, Toshihiro Yamada. A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion. Monte Carlo Meth. and Appl., 25(3):239-252, 2019. [doi]

Abstract

Abstract is missing.