Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983)

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scientific article; zbMATH DE number 7027315
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    Random bit quadrature and approximation of distributions on Hilbert spaces
    scientific article; zbMATH DE number 7027315

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      Random bit quadrature and approximation of distributions on Hilbert spaces (English)
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      21 February 2019
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      Gaussian measures on Hilbert spaces
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      integration
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      approximation of probability measures
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      quantization
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      random bits
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      multilevel Monte Carlo algorithms
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      stochastic differential equations
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