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Asymptotic Expansion and Weak Approximation: Applications of Malliavin Calculus and Deep Learning
Paperback
ApplicationsProbability & Statistics
ISBN13: 9789819682799
Publisher: Springer
Published: Oct 3 2025
Pages: 97
Weight: 0.37
Height: 0.23 Width: 6.14 Depth: 9.21
Language: English
Constructions of weak approximation and asymptotic expansion are given in detail using Malliavin's integration by parts with theoretical convergence analysis.
Moreover, the weak approximation scheme is effectively applied to high-dimensional nonlinear problems without suffering from the curse of dimensionality
through combining with a deep learning method.
Readers including graduate-level students, researchers, and practitioners can understand both theoretical and applied aspects of recent developments of asymptotic expansion and weak approximation.
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