Linear information for approximation of the Itô integrals
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Publication:1047177
DOI10.1007/s11075-009-9307-yzbMath1185.65012MaRDI QIDQ1047177
Publication date: 4 January 2010
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-009-9307-y
65C30: Numerical solutions to stochastic differential and integral equations
Related Items
On the optimal approximation rate of certain stochastic integrals, Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions, Complexity of Banach space valued and parametric stochastic Itô integration, Complexity of stochastic integration in Sobolev classes
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