Complexity of stochastic integration in Sobolev classes

DOI10.1016/j.jmaa.2018.12.077zbMath1446.65006OpenAlexW2908847000WikidataQ128682543 ScholiaQ128682543MaRDI QIDQ2633847

Stefan Heinrich

Publication date: 10 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.12.077

zbMATH Keywords

complexityalgorithmsstochastic integrationisonormal process

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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