Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Matthias Gelbrich"'
Autor:
Matthias Gelbrich, Werner Römisch
Publikováno v:
SIAM Review. 37:272-275
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c9791192cc220f295647b7f6fb66686
https://doi.org/10.1137/1037073
https://doi.org/10.1137/1037073
Autor:
Matthias Gelbrich
Publikováno v:
Journal of Computational and Applied Mathematics. 58:255-289
The paper deals with weak approximations of stochastic differential equations of Ito type, where convergence rates of the approximate solutions are shown using E¦|·¦| C[t 0 , T] P , p ϵ [2, ∞). The rates can also be interpreted as rates for the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::495c94f91795682821146c2902b79665
https://doi.org/10.1016/0377-0427(94)00003-j
https://doi.org/10.1016/0377-0427(94)00003-j
Autor:
Matthias Gelbrich
Publikováno v:
Mathematische Nachrichten. 147:185-203
For a separable metric space (X, d) Lp Wasserstein metrics between probability measures μ and v on X are defined by where the infimum is taken over all probability measures η on X × X with marginal distributions μ and v, respectively. After menti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66dc7cc9db9f085e86cfeb3acab6d89e
https://doi.org/10.1002/mana.19901470121
https://doi.org/10.1002/mana.19901470121
Autor:
Matthias Gelbrich, Svetlozar T. Rachev
Publikováno v:
Ludger Rüschendorf, Berthold Schweizer, and Michael D. Taylor, eds. Distributions with fixed marginals and related topics: (Hayward, CA: Institute of Mathematical Statistics, 1996), 97-119
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f23601cfd4db2e1084fa5de72a7170a
http://projecteuclid.org/euclid.lnms/1215452613
http://projecteuclid.org/euclid.lnms/1215452613
Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993