Optimal pointwise approximation of SDE's from inexact information (Q2360711)
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| Language | Label | Description | Also known as |
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| English | Optimal pointwise approximation of SDE's from inexact information |
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Optimal pointwise approximation of SDE's from inexact information (English)
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4 July 2017
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noisy information
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pointwise approximation
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deterministic noise
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optimal approximation
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minimal error
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Monte Carlo algorithms
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systems of stochastic differential equations
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randomized Euler scheme
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numerical results
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