Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods
type: Item
instance of: scholarly article
title: Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods
zbMATH Open document ID: 1415.60057
author: Xiao Tang
author: Aiguo Xiao
published in: Advances in Computational Mathematics
publication date: 2019-06-28T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7074880
zbMATH Keywords: asymptotically optimal approximation
zbMATH Keywords: stochastic integrals
zbMATH Keywords: strong second-order methods
MaRDI profile type: Publication
full work available at URL: s10444-018-9638-0
OpenAlex ID: W2898589565
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Wikidata QID: Q129049698
DOI: 10.1007/S10444-018-9638-0
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description: scientific article; zbMATH DE number 7074880