Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods

Xiao Tang, Aiguo Xiao. Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods. Adv. Comput. Math., 45(2):813-846, 2019. [doi]

Abstract

Abstract is missing.

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