Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure

DOI10.1006/JATH.1994.1046zbMath0840.65150OpenAlexW2001463601MaRDI QIDQ1329033

Grzegorz W. Wasilkowski

Publication date: 30 June 1996

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jath.1994.1046

zbMATH Keywords

Brownian motionapproximationintegrationcontinuous functionsaverage case complexitymultivariate functionsisotropic Wiener measure

Mathematics Subject Classification ID

Multidimensional problems (41A63) Algorithms for approximation of functions (65D15) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (7)

On tractability of path integration ⋮ Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions ⋮ Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions ⋮ Adaptive wavelet methods for the stochastic Poisson equation ⋮ Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\) ⋮ Uniform reconstruction of Gaussian processes ⋮ Stratified Monte Carlo quadrature for continuous random fields

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