The optimal free knot spline approximation of stochastic differential equations with additive noise
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Publication:390445
DOI10.1016/j.cam.2013.09.034zbMath1281.60063arXiv1308.0505MaRDI QIDQ390445
Publication date: 8 January 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.0505
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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Cites Work
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