Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients.
Pawel PrzybylowiczPublished in: J. Comput. Appl. Math. (2015)
Keyphrases
- taylor series expansion
- approximation error
- error bounds
- relative error
- error tolerance
- marginal likelihood
- linear combination
- central limit theorem
- error rate
- maximum error
- approximation algorithms
- minimum error
- basis functions
- closed form
- irregularly shaped
- dominant points
- linear complexity
- series expansion
- absolute error
- approximation schemes
- squared error
- multiresolution
- sample points
- reconstruction error
- np hard