Simulation and Approximation of Stochastic Processes by Spline Functions (Q4021690)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and Approximation of Stochastic Processes by Spline Functions |
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Simulation and Approximation of Stochastic Processes by Spline Functions (English)
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16 January 1993
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error bound
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approximations of stochastic processes
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piecewise cubic splines
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convergence rate
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interpolation
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numerical integration
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stochastic differentiation equations
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distributions of continuous functionals
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numerical example
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