Infinite-dimensional quadrature and approximation of distributions (Q839653): Difference between revisions

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+Rate optimality of wavelet series approximations of fractional Brownian motion
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+On the optimality of linear methods for operator approximation in convex classes of functions
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+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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+Small ball probabilities of fractional Brownian sheets via fractional integration operators
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+On the constructions and nonlinearity of binary vector-output correlation-immune functions
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+Small ball probabilities around random centers of Gaussian measures and applications to quantization
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+The coding complexity of diffusion processes under supremum norm distortion
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+The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion
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+High-resolution quantization and entropy coding for fractional Brownian motion
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+On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
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+Optimality of an explicit series expansion of the fractional Brownian sheet
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+Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
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+Foundations of quantization for probability distributions
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+A generalization of Ornstein's \(\overline d\) distance with applications to information theory
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+Monte Carlo complexity of global solution of integral equations
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+Monte Carlo complexity of parametric integration
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+Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing
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+Optimal series representation of fractional Brownian sheets
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+Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
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+Small ball estimates for Gaussian processes under Sobolev type norms
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+Sharp asymptotics of the functional quantization problem for Gaussian processes.
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+Functional quantization of a class of Brownian diffusions: a constructive approach
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+Average \(n\)-widths of the Wiener space in the \(L_ \infty\)-norm
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+s-numbers in information-based complexity
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+Deterministic and stochastic error bounds in numerical analysis
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+Average-case analysis of numerical problems
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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+Randomization for continuous problems
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+On tractability of path integration
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+Complexity of weighted approximation over \(\mathbb{R}^d\)
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