03193nam 22006495 450 991103156450332120260225161127.0981-9682-80-010.1007/978-981-96-8280-5(MiAaPQ)EBC32327622(Au-PeEL)EBL32327622(CKB)41537096500041(DE-He213)978-981-96-8280-5(OCoLC)1549519898(EXLCZ)994153709650004120251002d2025 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierAsymptotic Expansion and Weak Approximation Applications of Malliavin Calculus and Deep Learning /by Akihiko Takahashi, Toshihiro Yamada1st ed. 2025.Singapore :Springer Nature Singapore :Imprint: Springer,2025.1 online resource (177 pages)JSS Research Series in Statistics,2364-0065981-9682-79-7 Chapter 1. Introduction -- Chapter 2. Itô calculus -- Chapter 3. Malliavin calculus -- Chapter 4. Asymptotic expansion -- Chapter 5. Weak approximation -- Chapter 6. Application: Deep learning-based weak approximation.This book provides a self-contained lecture on a Malliavin calculus approach to asymptotic expansion and weak approximation of stochastic differential equations (SDEs), along with numerical methods for computing parabolic partial differential equations (PDEs). Constructions of weak approximation and asymptotic expansion are given in detail using Malliavin’s integration by parts with theoretical convergence analysis. Weak approximation algorithms and Python codes are available with numerical examples. 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.JSS Research Series in Statistics,2364-0065StatisticsMathematical statisticsData processingStatisticsStatistical Theory and MethodsStatistics and ComputingApplied StatisticsProbabilitatsthubProcessos estocàsticsthubLlibres electrònicsthubStatistics.Mathematical statisticsData processing.Statistics.Statistical Theory and Methods.Statistics and Computing.Applied Statistics.ProbabilitatsProcessos estocàstics519.5Takahashi Akihiko1850751Yamada Toshihiro1850752MiAaPQMiAaPQMiAaPQBOOK9911031564503321Asymptotic Expansion and Weak Approximation4443936UNINA