OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301)
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scientific article; zbMATH DE number 5382050
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| English | OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES |
scientific article; zbMATH DE number 5382050 |
Statements
OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (English)
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11 December 2008
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stochastic heat equation
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additive nuclear noise
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Euler scheme
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rate of convergence
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optimality
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non-asymptotic error bounds
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simulation experiments
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0.94087434
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0.9140327
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0.90317416
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0.9023828
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0.9022037
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