Complexity of Banach space valued and parametric stochastic Itô integration (Q2396717)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complexity of Banach space valued and parametric stochastic Itô integration |
scientific article |
Statements
Complexity of Banach space valued and parametric stochastic Itô integration (English)
0 references
24 May 2017
0 references
stochastic integral
0 references
Banach space
0 references
parametric problem
0 references
multilevel algorithm
0 references
lower bounds
0 references
stochastic Itô integration
0 references
Wiener process
0 references
Euler-Maruyama scheme
0 references
0 references
0 references
