OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES |
scientific article |
Statements
OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (English)
0 references
11 December 2008
0 references
stochastic heat equation
0 references
additive nuclear noise
0 references
Euler scheme
0 references
rate of convergence
0 references
optimality
0 references
non-asymptotic error bounds
0 references
simulation experiments
0 references
0 references
0 references
