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03/23/2023
Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process
In this paper we deal with global approximation of solutions of stochast...
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06/07/2022
Monte Carlo integration with adaptive variance reduction: an asymptotic analysis
The crude Monte Carlo approximates the integral S(f)=∫_a^b f(x) dx ...
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08/05/2021
