Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration (Q1947487)
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scientific article; zbMATH DE number 6156303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration |
scientific article; zbMATH DE number 6156303 |
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Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration (English)
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22 April 2013
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Itô integral
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nonlinear Lebesgue integration
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standard information
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asymptotic optimality
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asymptotic setting
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average case setting
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