Linear vs standard information for scalar stochastic differential equations

Journal of Complexity

Volumn 18, Issue 2, 2002, Pages 394-414

  Hofmann, Norbert ^a   Müller Gronbach, Thomas ^b   Ritter, Klaus ^b  

^a GOETHE UNIVERSITY   (Germany)

^b DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036294979     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcom.2001.0627     Document Type: Article

References (11)

1. The optimal discretization of stochastic differential equations
2. Numerical Solution of Stochastic Differential Equations
3. Approximation of linear operators on a Wiener space
4. Approximate integration of stochastic differential equations
5. On the average complexity of multivariate problems
6. Average-Case Analysis of Numerical problems
7. Information-Based Complexity
8. Approximation of Ito integral equations
9. On adaptive information with varying cardinality for linear problems with elliptically contoured measures