Worst case complexity of multivariate Feynman--Kac path integration (Q1887111): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst case complexity of multivariate Feynman--Kac path integration |
scientific article |
Statements
Worst case complexity of multivariate Feynman--Kac path integration (English)
0 references
23 November 2004
0 references
Multivariate Feynman-Kac path integration
0 references
Wiener measure
0 references
Multivariate approximation
0 references
Worst case complexity
0 references
numerical example
0 references
algorithm
0 references
