Optimal approximation of stochastic integrals in analytic noise model-Reference-Cited by-同舟云学术

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Optimal approximation of stochastic integrals in analytic noise model

Published:2019-09 Issue: Volume:356 Page:74-91
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Kałuża Andrzej,Morkisz Paweł M.^ORCID,Przybyłowicz Paweł

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference31 articles.

1. Probabilities and Potential;Dellacherie,1978

2. M. Eisenmann, R. Kruse, Two quadrature rules for stochastic itô integrals with fractional Sobolev regularity. https://arxiv.org/abs/1712.08152.

3. Understanding the efficiency of GPU algorithms for matrix-matrix multiplication;Fatahalian,2005

4. Brownian Motion, Martingales, and Stochastic Calculus;Gall,2016

5. Lower complexity bounds for parametric stochastic itô integration;Heinrich,2018

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