Approximation of linear operators on a Wiener space

DOI10.1216/RMJ-1986-16-4-641zbMath0679.41014OpenAlexW2031965247MaRDI QIDQ1822710

Yanyan Li

Publication date: 1986

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmj-1986-16-4-641

zbMATH Keywords

optimal informationWiener spaceoptimal algorithms

Mathematics Subject Classification ID

Interpolation in approximation theory (41A05) Rate of convergence, degree of approximation (41A25) Approximation by positive operators (41A36)

Related Items (25)

Approximation and optimization on the Wiener space ⋮ Stochastic properties of quadrature formulas ⋮ Stochastic approximation of Banach-valued random variables with smooth distributions ⋮ Invertibility of random fredholm operators ⋮ Optimal designs for approximating the path of a stochastic process ⋮ Average error bounds of trigonometric approximation on periodic Wiener spaces ⋮ On the complexity of stochastic integration ⋮ Orthogonally invariant measures and best approximation of linear operators ⋮ Approximation of multivariate periodic functions on the space with a Gaussian measure ⋮ Corrections to Probabilistic analysis of numerical methods for integral equations ⋮ Measures of uncertainty and information in computation ⋮ Function approximation and integration on the Wiener space with noisy data ⋮ Average case complexity of linear multivariate problems. II: Applications ⋮ Approximation of functions on the Sobolev space with a Gaussian measure ⋮ Linear vs standard information for scalar stochastic differential equations ⋮ Probabilistic and average widths of multivariate Sobolev spaces with mixed derivative equipped with the Gaussian measure ⋮ Nonlinear Lebesgue and Itô integration problems of high complexity ⋮ Approximation of functions on the Sobolev space on the sphere in the average case setting ⋮ On Sampling Designs for Integral Estimation of a Random Process ⋮ Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure ⋮ Exactly optimal sampling designs for processes with a product covariance structure ⋮ Uniform reconstruction of Gaussian processes ⋮ Hyperbolic cross designs for approximation of random fields ⋮ Average case complexity of linear multivariate problems ⋮ Probabilistic analysis of numerical methods for integral equations

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