On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002): Difference between revisions
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quantization | |||
| Property / zbMATH Keywords: quantization / rank | |||
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worst case analysis | |||
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lower bounds | |||
| Property / zbMATH Keywords: lower bounds / rank | |||
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optimal algorithm | |||
| Property / zbMATH Keywords: optimal algorithm / rank | |||
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deterministic algorithm | |||
| Property / zbMATH Keywords: deterministic algorithm / rank | |||
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system of stochastic differential equations | |||
| Property / zbMATH Keywords: system of stochastic differential equations / rank | |||
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quadrature formula | |||
| Property / zbMATH Keywords: quadrature formula / rank | |||
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convergence | |||
| Property / zbMATH Keywords: convergence / rank | |||
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Revision as of 18:45, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complexity of computing quadrature formulas for marginal distributions of SDEs |
scientific article |
Statements
On the complexity of computing quadrature formulas for marginal distributions of SDEs (English)
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5 December 2014
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quantization
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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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