On numerical integration by the shift and application to Wiener space

zbMath0762.60041arXivmath/0610560MaRDI QIDQ1194273

Nicolas Bouleau

Publication date: 27 September 1992

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610560

zbMATH Keywords

law of iterated logarithmshift operatorspeed of convergencepointwise ergodic theorem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic analysis (60Hxx) Limit theorems in probability theory (60Fxx) Measure-theoretic ergodic theory (28Dxx)

Related Items (1)

Resolution of differential equations by the shift method

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