Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803)
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scientific article; zbMATH DE number 7039229
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| English | Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting |
scientific article; zbMATH DE number 7039229 |
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Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (English)
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20 March 2019
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non-standard assumptions
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global approximation
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adaptive/nonadaptive standard information
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minimal error algorithm
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Monte Carlo algorithms
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0.9160661697387696
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0.9066147804260254
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0.818094789981842
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0.8039419651031494
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