Pages that link to "Item:Q5110549"

The following pages link to An Optimal Polynomial Approximation of Brownian Motion (Q5110549):

Displaying 10 items.

• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting (Q2675347) (← links)
• Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) (Q2693045) (← links)
• A semicircle law and decorrelation phenomena for iterated Kolmogorov loops (Q4999773) (← links)
• Short Communication: Projection of Functionals and Fast Pricing of Exotic Options (Q5092723) (← links)
• Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
• Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function (Q6091048) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295) (← links)
• Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes (Q6620116) (← links)