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Adaptive approximation of the minimum of Brownian motion - MaRDI portal

Adaptive approximation of the minimum of Brownian motion (Q511112)

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Adaptive approximation of the minimum of Brownian motion
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    title
    Adaptive approximation of the minimum of Brownian motion (English)
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    author
    James M. Calvin
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    Mario Hefter
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    André Herzwurm
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    publication date
    14 February 2017
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    zbMATH DE Number
    6684559
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    zbMATH Keywords
    Brownian motion
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    global optimization
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    pathwise approximation
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    adaptive algorithm
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    OpenAlex ID
    W2962694399
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    arXiv ID
    1601.01276
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