On the complexity of computing quadrature formulas for marginal distributions of SDEs
type: Item
instance of: scholarly article
title: On the complexity of computing quadrature formulas for marginal distributions of SDEs
zbMATH Open document ID: 1304.65010
author: Thomas Müller-Gronbach
author: Klaus Ritter
author: Larisa Yaroslavtseva
published in: Journal of Complexity
publication date: 2014-12-05T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65Y20
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 6377031
zbMATH Keywords: quantization
zbMATH Keywords: worst case analysis
zbMATH Keywords: lower bounds
zbMATH Keywords: optimal algorithm
zbMATH Keywords: deterministic algorithm
zbMATH Keywords: system of stochastic differential equations
zbMATH Keywords: quadrature formula
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.jco.2014.07.003
OpenAlex ID: W1990873620
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DOI: 10.1016/J.JCO.2014.07.003
description: scientific article; zbMATH DE number 6377031