Showing items with similar title or keywords.

• Approximation of heat equation and backward SDEs using random walk : convergence rates 

  Luoto, Antti (University of Jyväskylä, 2018)

  This thesis addresses questions related to approximation arising from the fields of stochastic analysis and partial differential equations. Theoretical results regarding convergence rates are obtained by using discretization ...

• On Malliavin calculus and approximation of stochastic integrals for Lévy processes 

  Laukkarinen, Eija (University of Jyväskylä, 2012)

• On the approximation of stochastic integrals 

  Hujo, Mika (University of Jyväskylä, 2005)

• On fractional smoothness and Lp-approximation on the Wiener space 

  Geiss, Stefan; Toivola, Anni (Institute of Mathematical Statistics, 2015)

• Asymptotic Hölder regularity for the ellipsoid process 

  Arroyo, Ángel; Parviainen, Mikko (EDP Sciences, 2020)

  We obtain an asymptotic Hölder estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the ...