مرکز منطقه ای اطلاع رساني علوم و فناوري - The Optimal Discretization of Stochastic Differential Equations

Title of article :

The Optimal Discretization of Stochastic Differential Equations

Author/Authors :

Norbert Hofmann، نويسنده , , Thomas Müller-Gronbach، نويسنده , , Klaus Ritter، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

117

To page :

153

Keywords :

stochastic differential equation , pathwise approximation , complexity. , adaptivediscretization , lower bounds , Asymptotic optimality

Journal title :

Journal of Complexity

Serial Year :

2001

Journal title :

Journal of Complexity

Record number :

291860

Link To Document :