On the complexity of stochastic integration (Q2701558)

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On the complexity of stochastic integration
scientific article

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    title
    On the complexity of stochastic integration (English)
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    publication date
    19 February 2001
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    zbMATH Keywords
    approximation of Itô integral
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    complexity
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    optimal algorithm
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    Identifiers

    zbMATH DE Number
    1566126
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