An Optimal Polynomial Approximation of Brownian Motion
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Publication:5110549
DOI10.1137/19M1261912zbMath1434.60226arXiv1904.06998OpenAlexW3098359312MaRDI QIDQ5110549
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Publication date: 20 May 2020
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.06998
Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30) Approximation by polynomials (41A10) Applications of rough analysis (60L90)
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