Infinite-dimensional quadrature and approximation of distributions (Q839653): Difference between revisions

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+Rate optimality of wavelet series approximations of fractional Brownian motion
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+On the optimality of linear methods for operator approximation in convex classes of functions
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+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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+Small ball probabilities of fractional Brownian sheets via fractional integration operators
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+Small ball probabilities around random centers of Gaussian measures and applications to quantization
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+Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
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+Optimal series representation of fractional Brownian sheets
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+Small ball estimates for Gaussian processes under Sobolev type norms
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+Sharp asymptotics of the functional quantization problem for Gaussian processes.
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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