The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Aronson D.G., 1967. Bounds for the fundamental solution of a parabolic equation. Bulletin of the American Mathematical Society, 73, 890-903. Math. Review 36 #534
  2. Bally, V., Talay, D., 1996. The law of Euler scheme for stochastic differential equations: convergence rate of the density. Monte Carlo Methods Appl., 2(2), 93-128. Math. Review 97k:60157
  3. Friedman A., 1964. Partial differential equations of parabolic type. Prentice-Hall Inc., Englewood Cliffs, N.J. Math. Review 31 #6062
  4. Guyon J., 2006. Euler schemes and tempered distributions. Stochastic Processes and their Applications, 116, 877-904. Math. Review 2007k:60217
  5. Konakov V., Mammen E., 2002. Edgeworth type expansions for Euler schemes for stochastic differential equations. Monte Carlo Methods Appl, 8(3), 271-285. Math. Review 2004e:60098
  6. Kusuoka S. Stroock D., 1984. Applications to the Malliavin calculus I. Stochastic Analysis, Proceeding of the Taniguchi International Symposium on Katata and Kyoto 1982. Kinokuniya, Tokyo, ItÙ K. Ed, 271-306. Math. Review 86k:60100a
  7. Labart C., 2007. PhD Thesis, Ecole Polytechnique, Paris. Available at http://pastel.paristech.org/3086/
  8. Nualart D., 2006. Malliavin Calculus and Related Topics (2nd Edition). Springer-Verlag, New York. Math. Review 2006j:60004


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.