5 citations · 5 across the 4 of their papers we have counts for
Showing math.NAShow all
2 papers · 1 filter
math.NA2023
On the randomized Euler algorithm under inexact information
Marcin Baranek, Andrzej Kałuża, Paweł M. Morkisz +2
This paper focuses on analyzing the error of the randomized Euler algorithm when only noisy information about the coefficients of the underlying stochastic differential equation (S…
math.NA2018★ 5 cited
Optimal approximation of stochastic integrals in analytic noise model
Andrzej Kałuża, Paweł M. Morkisz, Paweł Przybyłowicz
We study approximate stochastic Itô integration of processes belonging to a class of progressively measurable stochastic processes that are Hölder continuous in the th mean. Ins…