OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES |
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OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (English)
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11 December 2008
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stochastic heat equation
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additive nuclear noise
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Euler scheme
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rate of convergence
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optimality
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non-asymptotic error bounds
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simulation experiments
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