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On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction - MaRDI portal

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On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction (Q6564353)

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scientific article; zbMATH DE number 7873481
Language Label Description Also known as
English
On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction
scientific article; zbMATH DE number 7873481

    Statements

    title
    On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction (English)
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    author
    Bruce L. Brown
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    Michael Griebel
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    F. Y. Kuo
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    Ian H. Sloan
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    publication date
    1 July 2024
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    zbMATH Keywords
    Brownian motion
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    Brownian bridge
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    Lévy-Ciesielski construction
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    expected uniform error
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60G15
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    41A63
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    91G20
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    zbMATH DE Number
    7873481
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