Complexity of Banach space valued and parametric stochastic Itô integration (Q2396717)
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scientific article; zbMATH DE number 6723161
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| English | Complexity of Banach space valued and parametric stochastic Itô integration |
scientific article; zbMATH DE number 6723161 |
Statements
Complexity of Banach space valued and parametric stochastic Itô integration (English)
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24 May 2017
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stochastic integral
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Banach space
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parametric problem
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multilevel algorithm
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lower bounds
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stochastic Itô integration
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Wiener process
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Euler-Maruyama scheme
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0.87522953748703
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0.8534722328186035
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0.7929569482803345
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0.7929569482803345
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0.7866268754005432
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