On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002): Difference between revisions

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-.1016/j.jco.2014.07.003
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+worst case analysis
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+lower bounds
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+optimal algorithm
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+deterministic algorithm
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+system of stochastic differential equations
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+quadrature formula
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+convergence
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@@ Property / cites work @@
+A Construction of Nonnegative Approximate Quadratures
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@@ Property / DOI @@
+.1016/J.JCO.2014.07.003
@@ Property / DOI: 10.1016/J.JCO.2014.07.003 / rank @@
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+Publication:479002