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20202024
most citedNeural Network Approximation of Optimal Controls for Stochastic Reaction-Diffusion Equations

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math.PR2022

An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations

Antoine Hocquet, Alexander Vogler

We introduce a variant of the multiplicative Sewing Lemma in [Gerasimovičs, Hocquet, Nilssen; J. Funct. Anal. 281 (2021)] which yields arbitrary high order weak approximations to s…