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 …
In this thesis we study a variant of the quadrature problem for stochastic differential equations (SDEs), namely the approximation of expectations\(\mathrm {E}(f (X))\) …