Optimal pointwise approximation of SDE's from inexact information (Q2360711)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal pointwise approximation of SDE's from inexact information |
scientific article |
Statements
Optimal pointwise approximation of SDE's from inexact information (English)
0 references
4 July 2017
0 references
noisy information
0 references
pointwise approximation
0 references
deterministic noise
0 references
optimal approximation
0 references
minimal error
0 references
Monte Carlo algorithms
0 references
systems of stochastic differential equations
0 references
randomized Euler scheme
0 references
numerical results
0 references
0 references
0 references
0 references