Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods
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Publication:2000498
DOI10.1007/S10444-018-9638-0zbMath1415.60057OpenAlexW2898589565WikidataQ129049698 ScholiaQ129049698MaRDI QIDQ2000498
Publication date: 28 June 2019
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10444-018-9638-0
Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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