Optimal pointwise approxiamation of infinite-dimensional ornstein-unlenbeck processes

Stochastics and Dynamics

Volumn 8, Issue 3, 2008, Pages 519-541

  Müller Gronbach, Thomas ^a   Ritter, Klaus ^b   Wagner, Tim ^b  

^a UNIVERSITY OF PASSAU   (Germany)

^b DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Additive nuclear noise; Additive space time white noise; Implicit Euler scheme; Non asymptotic error bounds; Non uniform time discretization; Optimality; Ornstein Uhlenbeck process; Rate of convergence; Simulation experiments; Stochastic heat equation

Indexed keywords

EID: 56549088376     PISSN: 02194937     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219493708002433     Document Type: Conference Paper

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