Pages that link to "Item:Q839653"

The following pages link to Infinite-dimensional quadrature and approximation of distributions (Q839653):

Displaying 46 items.

• Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• Liberating the dimension for \(L_2\)-approximation (Q423879) (← links)
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
• Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight (Q466863) (← links)
• Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence (Q486680) (← links)
• Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q544124) (← links)
• A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
• Liberating the dimension for function approximation: standard information (Q555029) (← links)
• Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights (Q555032) (← links)
• Liberating the dimension for function approximation (Q617660) (← links)
• Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
• Tractability of infinite-dimensional integration in the worst case and randomized settings (Q647921) (← links)
• Liberating the dimension (Q708310) (← links)
• Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
• Entropy and sampling numbers of classes of ridge functions (Q745852) (← links)
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
• High resolution quantization and entropy coding of jump processes (Q1023401) (← links)
• The coding complexity of Lévy processes (Q1029213) (← links)
• Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
• Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983) (← links)
• Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
• Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces (Q1996881) (← links)
• How complex is a random picture? (Q2001211) (← links)
• Infinite-dimensional integration and the multivariate decomposition method (Q2012602) (← links)
• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition (Q2016136) (← links)
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM (Q2049916) (← links)
• Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
• Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
• Random bit multilevel algorithms for stochastic differential equations (Q2274401) (← links)
• \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems (Q2303418) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration (Q2404051) (← links)
• Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
• On tractability of linear tensor product problems for \(\infty \)-variate classes of functions (Q2441517) (← links)
• Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives (Q2442864) (← links)
• Infinite-dimensional integration on weighted Hilbert spaces (Q2840006) (← links)
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
• Some Results on the Complexity of Numerical Integration (Q2957029) (← links)
• EXACT SIMULATION OF THE 3/2 MODEL (Q3166709) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
• Liberating the Dimension for Function Approximation and Integration (Q5326106) (← links)
• Average case tractability of approximating ∞-variate functions (Q5401703) (← links)
• A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
• Hyperbolic cross approximation in infinite dimensions (Q5963452) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)