Pages that link to "Item:Q2633847"
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The following pages link to Complexity of stochastic integration in Sobolev classes (Q2633847):
Displaying 17 items.
- Complexity of oscillatory integration for univariate Sobolev spaces (Q478995) (← links)
- The complexity of function approximation on Sobolev spaces with bounded mixed derivative by linear Monte Carlo methods (Q933418) (← links)
- Lower complexity bounds for parametric stochastic Itô integration (Q1722526) (← links)
- On the complexity of computing the \(L_q\) norm (Q1791678) (← links)
- Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772) (← links)
- On the complexity of stochastic integration (Q2701558) (← links)
- On the randomized complexity of Banach space valued integration (Q2926672) (← links)
- (Q4881573) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- On the Power of Restricted Monte Carlo Algorithms (Q5118784) (← links)
- Complexity of deterministic and randomized methods for multivariate integration problems for the class HpΛ(Id) (Q5316911) (← links)
- Nonlinear Lebesgue and Itô integration problems of high complexity (Q5946395) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme (Q6131507) (← links)
- Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case (Q6154554) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- Randomized complexity of mean computation and the adaption problem (Q6614418) (← links)
