On the complexity of computing quadrature formulas for marginal distributions of SDEs
Müller-Gronbach, Thomas, Ritter, Klaus, Yaroslavtseva, LarisaVolume:
31
Language:
english
Journal:
Journal of Complexity
DOI:
10.1016/j.jco.2014.07.003
Date:
February, 2015
File:
PDF, 526 KB
english, 2015