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Numerical experiments show the validity of the method.<\/jats:p>","DOI":"10.1515\/mcma-2021-2085","type":"journal-article","created":{"date-parts":[[2021,2,20]],"date-time":"2021-02-20T18:31:33Z","timestamp":1613845893000},"page":"117-136","source":"Crossref","is-referenced-by-count":5,"title":["High order weak approximation for irregular functionals of time-inhomogeneous SDEs"],"prefix":"10.1515","volume":"27","author":[{"given":"Toshihiro","family":"Yamada","sequence":"first","affiliation":[{"name":"Hitotsubashi University & Japan Science and Technology Agency (JST) , Tokyo , Japan"}]}],"member":"374","published-online":{"date-parts":[[2021,2,20]]},"reference":[{"key":"2025111017074728678_j_mcma-2021-2085_ref_001_w2aab3b7d875b1b6b1ab2b1b1Aa","doi-asserted-by":"crossref","unstructured":"V.  Bally and D.  Talay,\nThe law of the Euler scheme for stochastic differential equations. I. Convergence rate of the distribution function,\nProbab. 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(New York) 23,\nSpringer, Berlin, 1992.","DOI":"10.1007\/978-3-662-12616-5"},{"key":"2025111017074728678_j_mcma-2021-2085_ref_008_w2aab3b7d875b1b6b1ab2b1b8Aa","doi-asserted-by":"crossref","unstructured":"S.  Kusuoka,\nApproximation of expectation of diffusion process and mathematical finance,\nTaniguchi Conference on Mathematics Nara \u201998,\nAdv. Stud. Pure Math. 31,\nMathematical Society of Japan, Tokyo (2001), 147\u2013165.","DOI":"10.2969\/aspm\/03110147"},{"key":"2025111017074728678_j_mcma-2021-2085_ref_009_w2aab3b7d875b1b6b1ab2b1b9Aa","doi-asserted-by":"crossref","unstructured":"S.  Kusuoka and D.  Stroock,\nApplications of the Malliavin calculus. I,\nStochastic Analysis (Katata\/Kyoto 1982),\nNorth-Holland Math. Library 32,\nNorth-Holland, Amsterdam (1984), 271\u2013306.","DOI":"10.1016\/S0924-6509(08)70397-0"},{"key":"2025111017074728678_j_mcma-2021-2085_ref_010_w2aab3b7d875b1b6b1ab2b1c10Aa","doi-asserted-by":"crossref","unstructured":"T.  Lyons and N.  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