Optimal pointwise approximation of anticipating SDEs (Q6120365)
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scientific article; zbMATH DE number 7807488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pointwise approximation of anticipating SDEs |
scientific article; zbMATH DE number 7807488 |
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Optimal pointwise approximation of anticipating SDEs (English)
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20 February 2024
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anticipating stochastic differential equations
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exact rate of convergence
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Malliavin calculus
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Skorohod integral
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Wiener chaos
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