On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002)
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scientific article; zbMATH DE number 6377031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complexity of computing quadrature formulas for marginal distributions of SDEs |
scientific article; zbMATH DE number 6377031 |
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On the complexity of computing quadrature formulas for marginal distributions of SDEs (English)
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5 December 2014
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quantization
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worst case analysis
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lower bounds
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optimal algorithm
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deterministic algorithm
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system of stochastic differential equations
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quadrature formula
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convergence
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