Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q544124): Difference between revisions

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infinite-dimensional quadrature
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multi-level method
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tractability
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low discrepancy points
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fixed subspace sampling
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variable subspace sampling
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Monte Carlo method
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financial derivative
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Asian option
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Brownian motion
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reproducing kernel Hilbert space
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tensor product spaces
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algorithms
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worst case error
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Latest revision as of 03:29, 4 July 2024

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Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
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    Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (English)
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    14 June 2011
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    infinite-dimensional quadrature
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    multi-level method
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    tractability
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    low discrepancy points
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    fixed subspace sampling
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    variable subspace sampling
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    Monte Carlo method
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    financial derivative
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    Asian option
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    Brownian motion
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    reproducing kernel Hilbert space
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    tensor product spaces
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    algorithms
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    worst case error
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    Identifiers

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