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A stochastic interpretation of the parametrix method

UDC 519.21 We revisit, in a didactic manner and by using stochastic analysis, the parametrix method and its application to unbiased simulation.&nbsp;&nbsp;We consider, in particular, the case of one-dimensional diffusions without drift.

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Bibliographic Details
Date:	2023
Main Author:	Kohatsu-Higa, A.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2023
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/7382
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal

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Ukrains’kyi Matematychnyi Zhurnal

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