Asymptotics of one-dimensional Lévy approximations
A Berger, C Xu - Journal of Theoretical Probability, 2020 - Springer
For arbitrary Borel probability measures on the real line, necessary and sufficient conditions
are presented that characterize best purely atomic approximations relative to the classical …
are presented that characterize best purely atomic approximations relative to the classical …
[HTML][HTML] Random Bits for Quadrature of SDEs
L Mayer - 2020 - kluedo.ub.rptu.de
In this thesis we study a variant of the quadrature problem for stochastic differential
equations (SDEs), namely the approximation of expectations\(\mathrm {E}(f (X))\) …
equations (SDEs), namely the approximation of expectations\(\mathrm {E}(f (X))\) …