On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the complexity of computing quadrature formulas for marginal distributions of SDEs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complexity of computing quadrature formulas for marginal distributions of SDEs |
scientific article |
Statements
On the complexity of computing quadrature formulas for marginal distributions of SDEs (English)
0 references
5 December 2014
0 references
quantization
0 references
worst case analysis
0 references
lower bounds
0 references
optimal algorithm
0 references
deterministic algorithm
0 references
system of stochastic differential equations
0 references
quadrature formula
0 references
convergence
0 references
