Optimal strong approximation of the one-dimensional squared Bessel process (Q1709650)
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| English | Optimal strong approximation of the one-dimensional squared Bessel process |
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Optimal strong approximation of the one-dimensional squared Bessel process (English)
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6 April 2018
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Cox-Ingersoll-Ross process
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strong approximation
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\(n\)-th minimal error
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adaptive algorithm
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reflected Brownian motion
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0.87432915
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0.8658452
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0.8636978
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0.86353743
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