Quasi–Monte Carlo integration over $\mathbb {R}^d$
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Publication:4452163
DOI10.1090/S0025-5718-03-01569-2zbMath1040.65002MaRDI QIDQ4452163
Publication date: 12 February 2004
Published in: Mathematics of Computation (Search for Journal in Brave)
Numerical methods (including Monte Carlo methods) (91G60) Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38)
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Cites Work
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- On quasi-Monte Carlo simulation of stochastic differential equations
- Applications of Number Theory to Numerical Analysis
- Weakly Differentiable Functions
- Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
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