Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations (Q3504215): Difference between revisions
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Revision as of 11:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations |
scientific article |
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Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations (English)
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11 June 2008
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minimal errors
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algorithms
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systems of stochastic differential equations
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strong approximation
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Brownian motion
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weak approximation
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worst-case analysis
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average Kolmogorov widths
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quantization numbers
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