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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.
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
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DbLabel: Applied Science & Technology Source
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PubType: Academic Journal
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  Data: Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods.
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        Value: 10.1007/s10444-018-9638-0
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        Text: English
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        PageCount: 34
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              Text: Apr2019
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              Y: 2019
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