Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772)
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| English | Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information |
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Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (English)
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14 September 2020
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SDEs
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standard noisy information
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pointwise approximation
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randomized Milstein algorithm
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\(n\)th minimal error
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optimality
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0.8384450078010559
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0.7836229801177979
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0.7569413781166077
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0.7550768852233887
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0.7486411333084106
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