Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q544124): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / zbMATH DE Number: 5907646 / rank | |||
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infinite-dimensional quadrature | |||
| Property / zbMATH Keywords: infinite-dimensional quadrature / rank | |||
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multi-level method | |||
| Property / zbMATH Keywords: multi-level method / rank | |||
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tractability | |||
| Property / zbMATH Keywords: tractability / rank | |||
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low discrepancy points | |||
| Property / zbMATH Keywords: low discrepancy points / rank | |||
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fixed subspace sampling | |||
| Property / zbMATH Keywords: fixed subspace sampling / rank | |||
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variable subspace sampling | |||
| Property / zbMATH Keywords: variable subspace sampling / rank | |||
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Monte Carlo method | |||
| Property / zbMATH Keywords: Monte Carlo method / rank | |||
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financial derivative | |||
| Property / zbMATH Keywords: financial derivative / rank | |||
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Asian option | |||
| Property / zbMATH Keywords: Asian option / rank | |||
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Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
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reproducing kernel Hilbert space | |||
| Property / zbMATH Keywords: reproducing kernel Hilbert space / rank | |||
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tensor product spaces | |||
| Property / zbMATH Keywords: tensor product spaces / rank | |||
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algorithms | |||
| Property / zbMATH Keywords: algorithms / rank | |||
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worst case error | |||
| Property / zbMATH Keywords: worst case error / rank | |||
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Revision as of 11:59, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) |
scientific article |
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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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