Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random bit quadrature and approximation of distributions on Hilbert spaces |
scientific article |
Statements
Random bit quadrature and approximation of distributions on Hilbert spaces (English)
0 references
21 February 2019
0 references
Gaussian measures on Hilbert spaces
0 references
integration
0 references
approximation of probability measures
0 references
quantization
0 references
random bits
0 references
multilevel Monte Carlo algorithms
0 references
stochastic differential equations
0 references
