An Optimal Polynomial Approximation of Brownian Motion (Q5110549)

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scientific article; zbMATH DE number 7202477
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An Optimal Polynomial Approximation of Brownian Motion
scientific article; zbMATH DE number 7202477

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    An Optimal Polynomial Approximation of Brownian Motion (English)
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    20 May 2020
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    Brownian motion
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    polynomial approximation
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    numerical methods for SDEs
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