OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301): Difference between revisions

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+On approximation of a class of stochastic integrals and interpolation
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+Interpolation and approximation in \(L_{2}(\gamma )\)
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+The optimal discretization of stochastic differential equations
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+Cubature on Wiener space
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+Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
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+Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
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+An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
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+Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
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+Optimal approximation of SDE's with additive fractional noise
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+Deterministic and stochastic error bounds in numerical analysis
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+Average-case analysis of numerical problems
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+Q4040428
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+Publication:3548301