Pages that link to "Item:Q2009523"
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The following pages link to Optimal approximation of stochastic integrals in analytic noise model (Q2009523):
Displaying 7 items.
- Linear information for approximation of the Itô integrals (Q1047177) (← links)
- Randomized Runge-Kutta method -- stability and convergence under inexact information (Q2041068) (← links)
- On the randomized Euler schemes for ODEs under inexact information (Q2084257) (← links)
- Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772) (← links)
- Optimal approximation of SDE's with additive fractional noise (Q2507586) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Euler scheme for approximation of solution of nonlinear ODEs under inexact information (Q6064949) (← links)