6 search results - page 1 / 2 » Lower Bounds and Non-Uniform Time Discretization for Approxi... |
DAGSTUHL
2004
13 years 6 months ago
2004
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
SIAMNUM
2010
12 years 11 months ago
2010
We derive a posteriori error estimates for the discretization of the heat equation in a unified and fully discrete setting comprising the discontinuous Galerkin, finite volume, mix...
MOC
2000
13 years 4 months ago
2000
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
JMLR
2010
12 years 11 months ago
2010
Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact r...
JMLR
2010
12 years 11 months ago
2010
Real stochastic processes operating in continuous time can be modeled by sets of stochastic differential equations. On the other hand, several popular model families, including hi...