The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445): Difference between revisions

@@ Property / OpenAlex ID @@
+W2097424514
@@ Property / OpenAlex ID: W2097424514 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0505
@@ Property / arXiv ID: 1308.0505 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
+Normal rank
@@ Property / cites work @@
+The optimal uniform approximation of systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4215356
@@ Property / cites work: Q4215356 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Approximation of Random Functions
@@ Property / cites work: Nonlinear Approximation of Random Functions / rank @@
+Normal rank
@@ Property / cites work @@
+On the importance of combining wavelet-based nonlinear approximation with coding strategies
+Normal rank
@@ Property / cites work @@
+Free-knot spline approximation of stochastic processes
+Normal rank
@@ Property / cites work @@
+Information-based nonlinear approximation: an average case setting
+Normal rank
@@ Property / cites work @@
+A Milstein-based free knot spline approximation for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Relations between classical, average, and probabilistic Kolmogorov widths
+Normal rank
@@ Property / cites work @@
+Average \(n\)-widths of the Wiener space in the \(L_ \infty\)-norm
+Normal rank
@@ Property / cites work @@
+Widths and distributions of values of the approximation functional on the Sobolev spaces with measure
+Normal rank
@@ Property / cites work @@
+The optimal discretization of stochastic differential equations
+Normal rank