搜索结果: 1-1 共查到“理学 Efficient Discretization”相关记录1条 . 查询时间(0.234 秒)
Efficient Discretization of Stochastic Integrals
Efficient Discretization Stochastic Integrals Probability
2012/4/18
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a gene...