On the complexity of stochastic integration

Authors:
G. W. Wasilkowski;H. Waźniakowski
Affiliations:
-;-
Venue:
Mathematics of Computation
Year:
2001

Citing 0
Cited 3

Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions

Journal of Computational and Applied Mathematics
On the optimal approximation rate of certain stochastic integrals

Journal of Approximation Theory
Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration

Journal of Computational and Applied Mathematics

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Abstract