On the complexity of stochastic integration
From MaRDI portal
Recommendations
- The descriptive complexity of stochastic integration
- An Approximation of the Ito and Stratonovich Stochastic Integrals by Elements of a Direct Product of Algebras of Generalized Random Processes
- Lower complexity bounds for parametric stochastic Itô integration
- Complexity of stochastic integration in Sobolev classes
- Integration with respect to fractal functions and stochastic calculus. I
Cites work
- Approximation of linear operators on a Wiener space
- scientific article; zbMATH DE number 48635 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 193625 (Why is no real title available?)
- Information of varying cardinality
- Mixed settings for linear problems
- Stochastic differential equations. An introduction with applications.
Cited in
(19)- Linear information for approximation of the Itô integrals
- Optimal approximation of Skorohod integrals
- Conditioned Brownian motion and multipliers into SL^
- On stochastic integration and differentiation
- Optimal approximation of stochastic integrals in analytic noise model
- Rate of convergence for discretization of integrals with respect to fractional Brownian motion
- Complexity of Banach space valued and parametric stochastic Itô integration
- Complexity of stochastic integration in Sobolev classes
- Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
- scientific article; zbMATH DE number 4216279 (Why is no real title available?)
- On stochastic complexity and nonparametric density estimation
- Riemann integration on complex brownian paths
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
- Efficient discretization of stochastic integrals
- The descriptive complexity of stochastic integration
- The optimal discretization of stochastic differential equations
- Nonlinear Lebesgue and Itô integration problems of high complexity
- On the optimal approximation rate of certain stochastic integrals
- Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions
This page was built for publication: On the complexity of stochastic integration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2701558)
