On the complexity of stochastic integration (Q2701558): Difference between revisions

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Property / author: Henryk Woźniakowski / rank
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Property / cites work: Q4004325 / rank
 
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Property / cites work: Approximation of linear operators on a Wiener space / rank
 
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Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
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Property / cites work: Q4040428 / rank
 
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Property / cites work: Information of varying cardinality / rank
 
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Property / cites work: Mixed settings for linear problems / rank
 
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Revision as of 15:06, 3 June 2024

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On the complexity of stochastic integration
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    On the complexity of stochastic integration (English)
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    19 February 2001
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    approximation of Itô integral
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    complexity
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    optimal algorithm
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