Constructive quantization and multilevel algorithms for quadrature of stochastic differential equations


Altmayer, Martin ; Dereich, Steffen ; Li, Sangmeng ; Müller-Gronbach, Thomas ; Neuenkirch, Andreas ; Ritter, Klaus ; Yaroslavtseva, Larissa



DOI: https://doi.org/10.1007/978-3-319-08159-5_6
URL: https://link.springer.com/chapter/10.1007%2F978-3-...
Document Type: Book chapter
Year of publication: 2014
Book title: Extraction of Quantifiable Information from Complex Systems
The title of a journal, publication series: Lecture Notes in Computational Science and Engineering
Volume: 102
Page range: 109-132
Publisher: Dahlke, Stephan
Place of publication: Cham
Publishing house: Springer International Publishing
ISBN: 978-3-319-08158-8 , 978-331-908159-5
ISSN: 1439-7358 , 2197-7100
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik II (Neuenkirch 2013-)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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