Pages that link to "Item:Q350258"
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The following pages link to Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258):
Displaying 14 items.
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- On the optimal approximation rate of certain stochastic integrals (Q606672) (← links)
- Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions (Q711243) (← links)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- Optimal approximation of Skorohod integrals (Q1745263) (← links)
- Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration (Q1947487) (← links)
- Optimal approximation of stochastic integrals in analytic noise model (Q2009523) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- Distribution functions of Poisson random integrals: analysis and computation (Q2276425) (← links)
- (Q4383310) (← links)
- (Q4880756) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
