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

@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
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+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+6243399
@@ Property / zbMATH DE Number: 6243399 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pathwise uniform approximation
@@ Property / zbMATH Keywords: pathwise uniform approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spline approximation
@@ Property / zbMATH Keywords: spline approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+free knots
@@ Property / zbMATH Keywords: free knots / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2097424514
@@ Property / OpenAlex ID: W2097424514 / rank @@
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@@ 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
@@ links / mardi / name / links / mardi / name @@
+Publication:390445