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On The Error Estimate for Cubature on Wiener Space (2013)

First Author: Cass T

Attributed to: Increasing the efficiency of numerical methods for estimating the state of a partially observed system. High order methods for solving parabolic PDEs funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/s0013091513000485

Publication URI: http://dx.doi.org/10.1017/s0013091513000485

Type: Journal Article/Review

Parent Publication: Proceedings of the Edinburgh Mathematical Society

Issue: 2