Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods.
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| Title: | Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods. |
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| Authors: | Tang, Xiao1, Xiao, Aiguo1, xag@xtu.edu.cn |
| Source: | Advances in Computational Mathematics; Apr2019, Vol. 45 Issue 2, p813-846, 34p |
| Database: | Applied Science & Technology Source |
| ISSN: | 10197168 |
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| DOI: | 10.1007/s10444-018-9638-0 |