Matches in SemOpenAlex for { <https://semopenalex.org/work/W4289605655> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W4289605655 abstract "We derive the optimal rate of convergence for the mean squared error at the terminal point for anticipating linear stochastic differential equations, where the integral is interpreted in Skorohod sense. Although alternative proof techniques are needed, our results can be seen as generalizations of the corresponding results for It=o SDEs. As a key tool we extend optimal approximation results for vectors of correlated Wiener integrals to general random vectors, which contain the solutions of our Skorohod SDEs." @default.
- W4289605655 created "2022-08-03" @default.
- W4289605655 creator A5032142576 @default.
- W4289605655 date "2019-03-28" @default.
- W4289605655 modified "2023-10-17" @default.
- W4289605655 title "Optimal approximation of anticipating SDEs" @default.
- W4289605655 doi "https://doi.org/10.48550/arxiv.1903.12034" @default.
- W4289605655 hasPublicationYear "2019" @default.
- W4289605655 type Work @default.
- W4289605655 citedByCount "0" @default.
- W4289605655 crossrefType "posted-content" @default.
- W4289605655 hasAuthorship W4289605655A5032142576 @default.
- W4289605655 hasBestOaLocation W42896056551 @default.
- W4289605655 hasConcept C122383733 @default.
- W4289605655 hasConcept C126255220 @default.
- W4289605655 hasConcept C162324750 @default.
- W4289605655 hasConcept C2524010 @default.
- W4289605655 hasConcept C26517878 @default.
- W4289605655 hasConcept C2777303404 @default.
- W4289605655 hasConcept C2778112365 @default.
- W4289605655 hasConcept C28719098 @default.
- W4289605655 hasConcept C28826006 @default.
- W4289605655 hasConcept C33923547 @default.
- W4289605655 hasConcept C38652104 @default.
- W4289605655 hasConcept C41008148 @default.
- W4289605655 hasConcept C50522688 @default.
- W4289605655 hasConcept C51955184 @default.
- W4289605655 hasConcept C54355233 @default.
- W4289605655 hasConcept C57869625 @default.
- W4289605655 hasConcept C86803240 @default.
- W4289605655 hasConceptScore W4289605655C122383733 @default.
- W4289605655 hasConceptScore W4289605655C126255220 @default.
- W4289605655 hasConceptScore W4289605655C162324750 @default.
- W4289605655 hasConceptScore W4289605655C2524010 @default.
- W4289605655 hasConceptScore W4289605655C26517878 @default.
- W4289605655 hasConceptScore W4289605655C2777303404 @default.
- W4289605655 hasConceptScore W4289605655C2778112365 @default.
- W4289605655 hasConceptScore W4289605655C28719098 @default.
- W4289605655 hasConceptScore W4289605655C28826006 @default.
- W4289605655 hasConceptScore W4289605655C33923547 @default.
- W4289605655 hasConceptScore W4289605655C38652104 @default.
- W4289605655 hasConceptScore W4289605655C41008148 @default.
- W4289605655 hasConceptScore W4289605655C50522688 @default.
- W4289605655 hasConceptScore W4289605655C51955184 @default.
- W4289605655 hasConceptScore W4289605655C54355233 @default.
- W4289605655 hasConceptScore W4289605655C57869625 @default.
- W4289605655 hasConceptScore W4289605655C86803240 @default.
- W4289605655 hasLocation W42896056551 @default.
- W4289605655 hasOpenAccess W4289605655 @default.
- W4289605655 hasPrimaryLocation W42896056551 @default.
- W4289605655 hasRelatedWork W2079475979 @default.
- W4289605655 hasRelatedWork W2087698482 @default.
- W4289605655 hasRelatedWork W2088490853 @default.
- W4289605655 hasRelatedWork W2110825338 @default.
- W4289605655 hasRelatedWork W3151091769 @default.
- W4289605655 hasRelatedWork W3192220264 @default.
- W4289605655 hasRelatedWork W3199219714 @default.
- W4289605655 hasRelatedWork W3205988015 @default.
- W4289605655 hasRelatedWork W4280653181 @default.
- W4289605655 hasRelatedWork W2994524834 @default.
- W4289605655 isParatext "false" @default.
- W4289605655 isRetracted "false" @default.
- W4289605655 workType "article" @default.