collaborators

1 paper

math.NA2017

On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction

Bruce Brown, Michael Griebel, Frances Y. Kuo +1

It is known that the Brownian bridge or Lévy-Ciesielski construction of Brownian paths almost surely converges uniformly to the true Brownian path. In the present article the focus…