Recursive marginal quantization of higher-order schemes (Q4554449)
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scientific article; zbMATH DE number 6979485
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| English | Recursive marginal quantization of higher-order schemes |
scientific article; zbMATH DE number 6979485 |
Statements
Recursive marginal quantization of higher-order schemes (English)
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14 November 2018
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vector quantization
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recursive marginal quantization
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Euler scheme
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Milstein scheme
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weak order 2.0 scheme
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reflection
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truncation
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0.8368332386016846
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0.8022760152816772
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0.775519609451294
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0.7497862577438354
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0.7383383512496948
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