Simulation and Approximation of Stochastic Processes by Spline Functions (Q4021690)
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scientific article; zbMATH DE number 95962
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| English | Simulation and Approximation of Stochastic Processes by Spline Functions |
scientific article; zbMATH DE number 95962 |
Statements
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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0.8099158406257629
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0.8081014752388
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0.8052445650100708
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