Hocquet, Antoine; Vogler, Alexander An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations. (English) Zbl 1525.60035 Stochastic Processes Appl. 165, 183-217 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60F05 60G15 60J35 60H10 60G53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Filipović, Damir; Larsson, Martin; Pulido, Sergio Markov cubature rules for polynomial processes. (English) Zbl 1457.60052 Stochastic Processes Appl. 130, No. 4, 1947-1971 (2020). MSC: 60G07 60H30 60J10 60J25 65C30 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chaudru de Raynal, P. E.; Garcia Trillos, C. A. A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations. (English) Zbl 1320.65015 Stochastic Processes Appl. 125, No. 6, 2206-2255 (2015). MSC: 65C30 60H10 65D30 91A40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv