Filtering and 1/3 Power Law for Optimal Time Discretisation in Numerical Integration of Stochastic Differential Equations

Fuente: arXiv

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Bibliographic Details
Main Author:	Vladimirov, Igor G.
Format:	Preprint
Published:	2025
Subjects:	Systems and Control Optimization and Control Probability 65C30, 34K28, 60J60, 60J65, 93E11, 62F15, 65L50, 65K10, 60G15, 60H35
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.03135