Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration
type: Item
instance of: scholarly article
title: Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration
zbMATH Open document ID: 1262.65013
author: Paweł Przybyłowicz
published in: Journal of Computational and Applied Mathematics
publication date: 2013-04-22T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 68Q25
zbMATH DE Number: 6156303
zbMATH Keywords: Itô integral
zbMATH Keywords: nonlinear Lebesgue integration
zbMATH Keywords: standard information
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: asymptotic setting
zbMATH Keywords: average case setting
MaRDI profile type: Publication
full work available at URL: j.cam.2012.12.006
OpenAlex ID: W2029637269
DOI: 10.1016/J.CAM.2012.12.006
description: scientific article; zbMATH DE number 6156303