Adaptive approximation of the minimum of Brownian motion (Q511112): Difference between revisions

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+Discretization error in simulation of one-dimensional reflecting Brownian motion
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+Average performance of a class of adaptive algorithms for global optimization
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+A one-dimensional optimization algorithm and its convergence rate under the Wiener measure
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+A lower bound on complexity of optimization on the Wiener space
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+Deterministic and stochastic error bounds in numerical analysis
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+Average-Case Optimality of a Hybrid Secant-Bisection Method
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+The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
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+Approximation and optimization on the Wiener space
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+Average-case analysis of numerical problems
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+The joint density of the maximum and its location for a Wiener process with drift
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+Decomposing the Brownian path
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+Axiomatic characterization of a global optimization algorithm and investigation of its search strategy
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