Adaptive approximation of the minimum of Brownian motion
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Publication:511112
DOI10.1016/J.JCO.2016.11.002zbMath1358.65012arXiv1601.01276OpenAlexW2962694399MaRDI QIDQ511112
Mario Hefter, James M. Calvin, André Herzwurm
Publication date: 14 February 2017
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.01276
Related Items (4)
Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range ⋮ Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients ⋮ On efficiency of a single variable bi-objective optimization algorithm ⋮ Adaptive quantile computation for Brownian bridge in change-point analysis
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