Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398)
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scientific article; zbMATH DE number 7891514
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| English | Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process |
scientific article; zbMATH DE number 7891514 |
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Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (English)
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2 August 2024
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stochastic differential equations
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countably dimensional Wiener process
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adaptive step-size control
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minimal error bounds
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information-based complexity
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asymptotically optimal algorithm
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0.814384400844574
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0.7863821387290955
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0.7736814022064209
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0.7708945870399475
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0.7640280723571777
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