A Milstein-based free knot spline approximation for stochastic differential equations期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

A Milstein-based free knot spline approximation for stochastic differential equations

Authors:	Mehdi Slassi

Affiliation:	Fachbereich Mathematik, Technische Universität Darmstadt, Schloßgartenstraße 7, 64289 Darmstadt, Germany

Abstract:

Keywords:	Stochastic differential equation Pathwise uniform approximation Spline approximation Free knots
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