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
Author/Publisher of the book
(only the first ones mentioned)
:
Dahlke, Stephan
Place of publication: Cham
Publishing house: Springer International Publishing
ISBN: 978-3-319-08158-8 , 978-331-908159-5
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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Altmayer, Martin ; Dereich, Steffen ; Li, Sangmeng ; Müller-Gronbach, Thomas ; Neuenkirch, Andreas ; Ritter, Klaus ; Yaroslavtseva, Larissa (2014) Constructive quantization and multilevel algorithms for quadrature of stochastic differential equations. Dahlke, Stephan Extraction of Quantifiable Information from Complex Systems Lecture Notes in Computational Science and Engineering Cham 102 109-132 [Book chapter]


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