The probability of return to the initial position for a particle diffusing in porous media to
approximate calculation of this characteristic is proposed, and the resultant
errors are estimated. The value
Calculation of mathematical expectations of random functionalsThe
approximation error of the expectation of a class of random functionals of a Gaussian process
James-Stein confidence set: Equal area approach to the global approximation of coverage probability probability with
error of order 10 -2. In this paper, a similar asymptotic expansion is suggested, which
Approximate hedging with constant proportionaltransaction costs in financial markets with jumps error due to discrete readjustments is characterized. In particular, the jump risk can be
approximately Thin obstacle problem: Estimates of the distance to the exact solution of the
error (
error majorants) and vanish if and only if the
approximation coincides with the exact solution
Method of penalization for the state equation for an elliptical optimal control problem constraints. A discrete optimal control problem is
approximated by a minimization problem with penalized state
James-Stein confidence set: Equal area approach to the global approximation of coverage probability probability with
error of order 10 -2. In this paper, a similar asymptotic expansion is suggested, which