An optimal Monte Carlo algorithm for multivariate Feynman–Kac path integrals (Q3438649): Difference between revisions

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+Worst case complexity of multivariate Feynman--Kac path integration
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+Approximation of Wiener integrals
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+A new algorithm and worst case complexity for Feynman-Kac path integration.
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+Q4226567
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+Q4040428
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+Deterministic and stochastic error bounds in numerical analysis
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+Explicit cost bounds of algorithms for multivariate tensor product problems
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+Spline approximation by quasiinterpolants
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+Multidimensional Spline Approximation
@@ Property / cites work: Multidimensional Spline Approximation / rank @@
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