A generic construction for high order approximation schemes of semigroups using random grids
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DOI: 10.1007/s00211-021-01219-2
Abstract: Our aim is to construct high order approximation schemes for general semigroups of linear operators $P_{t},t\geq 0$. In order to do it, we fix a time horizon $T $ and the discretization steps $h_{l}=\frac{T}{n^{l}},l\in \mathbb{N}$… read more here.
Keywords: order approximation; order; approximation; omega omega ... See more keywords