Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions

DOI10.1093/imanum/drz063zbMath1460.65054arXiv1605.00856OpenAlexW2345598951MaRDI QIDQ4964092

Martin Hutzenthaler, Arnulf Jentzen, Timo Welti, Sonja Cox, J. M. A. M. van Neerven

Publication date: 24 February 2021

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00856

zbMATH Keywords

convergence analysisMonte Carlo methodstochastic processHölder norms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of numerical analysis in abstract spaces (65J05)

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