Login / Signup
Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration.
Pawel Przybylowicz
Published in:
J. Comput. Appl. Math. (2013)
Keyphrases
</>
optimal design
design process
worst case
error bounds
closed form
visual programming
modular design
monte carlo
data integration
dynamic programming
design principles
engineering design
piecewise linear
control system
nonlinear dynamics
user interface
monte carlo sampling
stochastic dynamic programming
lower bound