Optimal pointwise approximation of SDE’s from inexact information

标题

作者

关键词

Noisy information, Pointwise approximation, Deterministic noise, Optimal approximation, Minimal error, Monte Carlo algorithms

出版物

Volume 324, Issue -, Pages 85-100

出版商

Elsevier BV

发表日期

2017-04-20

DOI

10.1016/j.cam.2017.04.023

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