Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
On the speed of convergence of Piterbarg constants - MaRDI portal

On the speed of convergence of Piterbarg constants (Q6067389)

From MaRDI portal
scientific article; zbMATH DE number 7778254
Language Label Description Also known as
English
On the speed of convergence of Piterbarg constants
scientific article; zbMATH DE number 7778254

    Statements

    title
    On the speed of convergence of Piterbarg constants (English)
    0 references
    author
    Krzysztof Bisewski
    0 references
    Grigori Jasnovidov
    0 references
    publication date
    14 December 2023
    0 references
    zbMATH Keywords
    fractional Brownian motion
    0 references
    Piterbarg constants
    0 references
    discretization error
    0 references
    Monte Carlo simulation
    0 references

    Identifiers

    arXiv ID
    2209.13972
    0 references
    Mathematics Subject Classification ID
    60G15
    0 references
    60G70
    0 references
    65C05
    0 references
    zbMATH DE Number
    7778254
    0 references
    OpenAlex ID
    W4383105398
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6067389&oldid=37611765"
    Powered by MediaWiki