The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The optimal free knot spline approximation of stochastic differential equations with additive noise |
scientific article |
Statements
The optimal free knot spline approximation of stochastic differential equations with additive noise (English)
0 references
8 January 2014
0 references
stochastic differential equation
0 references
pathwise uniform approximation
0 references
spline approximation
0 references
free knots
0 references