Worst case complexity of multivariate Feynman--Kac path integration (Q1887111)
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scientific article; zbMATH DE number 2118386
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| English | Worst case complexity of multivariate Feynman--Kac path integration |
scientific article; zbMATH DE number 2118386 |
Statements
Worst case complexity of multivariate Feynman--Kac path integration (English)
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23 November 2004
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Multivariate Feynman-Kac path integration
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Wiener measure
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Multivariate approximation
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Worst case complexity
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numerical example
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algorithm
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0.8952213525772095
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0.8373469710350037
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0.8216968774795532
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0.764738917350769
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0.7581904530525208
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