Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
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DOI: 10.1093/imanum/drz063
Abstract: We show that if a sequence of piecewise affine linear processes converges in the strong sense with a positive rate to a stochastic process that is strongly Hölder continuous in time, then this sequence converges… read more here.
Keywords: convergence lder; lder norms; monte carlo; norms applications ... See more keywords