Pages that link to "Item:Q711243"
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The following pages link to Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions (Q711243):
Displaying 10 items.
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258) (← links)
- Optimal solution of a class of non-autonomous initial-value problems with unknown singularities (Q390489) (← links)
- Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface (Q529889) (← links)
- Optimal approximation of stochastic integrals in analytic noise model (Q2009523) (← links)
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- Complexity of Banach space valued and parametric stochastic Itô integration (Q2396717) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- Complexity of stochastic integration in Sobolev classes (Q2633847) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
- Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis (Q6161576) (← links)
