Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038): Difference between revisions

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scientific article; zbMATH DE number 7541893

Language	Label	Description	Also known as
English	Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}	scientific article; zbMATH DE number 7541893

Statements

instance of

scholarly article

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title

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (English)

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Mathematics of Computation

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publication date

15 June 2022

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full work available at URL

https://arxiv.org/abs/2103.16075

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zbMATH Keywords

Sobolev space of first-order dominating mixed smoothness

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unanchored ANOVA space

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quasi-Monte Carlo method

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MaRDI profile type

MaRDI publication profile

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cites work

Q5558293

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Conditional Sampling for Barrier Option Pricing under the LT Method

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Conditional Sampling for Barrier Option Pricing Under the Heston Model

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Q4369767

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Smoothing the payoff for efficient computation of Basket option prices

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Monte Carlo methods for security pricing

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High-dimensional integration: The quasi-Monte Carlo way

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Q3160669

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Small superposition dimension and active set construction for multivariate integration under modest error demand

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Q4433608

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Conditioning on One-Step Survival for Barrier Option Simulations

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Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration

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Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in $L_p$

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Embeddings for infinite-dimensional integration and $L_2$-approximation with increasing smoothness

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The smoothing effect of the ANOVA decomposition

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The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition

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Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition”

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The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth

0 references

High dimensional integration of kinks and jumps -- smoothing by preintegration

0 references

On embeddings of weighted tensor product Hilbert spaces

0 references

On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in $L_1$ or $L_\infty$

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Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions

0 references

Equivalence of anchored and ANOVA spaces via interpolation

0 references

Sparse grid quadrature in high dimensions with applications in finance and insurance

0 references

Very low truncation dimension for high dimensional integration under modest error demand

0 references

A note on equivalence of anchored and ANOVA spaces; lower bounds

0 references

On decompositions of multivariate functions

0 references

Fast CBC construction of randomly shifted lattice rules achieving $\mathcal{O}(n^{- 1 + \delta})$ convergence for unbounded integrands over $\mathbb{R}^s$ in weighted spaces with POD weights

0 references

Q4003879

0 references

A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance

0 references

Q4889887

0 references

The effective dimension and quasi-Monte Carlo integration

0 references

Efficient Weighted Lattice Rules with Applications to Finance

0 references

Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction

0 references

Identifiers

zbMATH Open document ID

1500.46027

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DOI

10.1090/mcom/3718

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5082038

@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional Sampling for Barrier Option Pricing under the LT Method
+Normal rank
@@ Property / cites work @@
+Conditional Sampling for Barrier Option Pricing Under the Heston Model
+Normal rank
@@ Property / cites work @@
+Q4369767
@@ Property / cites work: Q4369767 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing the payoff for efficient computation of Basket option prices
+Normal rank
@@ Property / cites work @@
+Monte Carlo methods for security pricing
@@ Property / cites work: Monte Carlo methods for security pricing / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional integration: The quasi-Monte Carlo way
+Normal rank
@@ Property / cites work @@
+Q3160669
@@ Property / cites work: Q3160669 / rank @@
+Normal rank
@@ Property / cites work @@
+Small superposition dimension and active set construction for multivariate integration under modest error demand
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioning on One-Step Survival for Barrier Option Simulations
+Normal rank
@@ Property / cites work @@
+Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
+Normal rank
@@ Property / cites work @@
+Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_p\)
+Normal rank
@@ Property / cites work @@
+Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
+Normal rank
@@ Property / cites work @@
+The smoothing effect of the ANOVA decomposition
@@ Property / cites work: The smoothing effect of the ANOVA decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition
+Normal rank
@@ Property / cites work @@
+Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition”
+Normal rank
@@ Property / cites work @@
+The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth
+Normal rank
@@ Property / cites work @@
+High dimensional integration of kinks and jumps -- smoothing by preintegration
+Normal rank
@@ Property / cites work @@
+On embeddings of weighted tensor product Hilbert spaces
+Normal rank
@@ Property / cites work @@
+On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
+Normal rank
@@ Property / cites work @@
+Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
+Normal rank
@@ Property / cites work @@
+Equivalence of anchored and ANOVA spaces via interpolation
+Normal rank
@@ Property / cites work @@
+Sparse grid quadrature in high dimensions with applications in finance and insurance
+Normal rank
@@ Property / cites work @@
+Very low truncation dimension for high dimensional integration under modest error demand
+Normal rank
@@ Property / cites work @@
+A note on equivalence of anchored and ANOVA spaces; lower bounds
+Normal rank
@@ Property / cites work @@
+On decompositions of multivariate functions
@@ Property / cites work: On decompositions of multivariate functions / rank @@
+Normal rank
@@ Property / cites work @@
+Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance
+Normal rank
@@ Property / cites work @@
+Q4889887
@@ Property / cites work: Q4889887 / rank @@
+Normal rank
@@ Property / cites work @@
+The effective dimension and quasi-Monte Carlo integration
+Normal rank
@@ Property / cites work @@
+Efficient Weighted Lattice Rules with Applications to Finance
+Normal rank
@@ Property / cites work @@
+Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction
+Normal rank