Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure

DOI10.1006/jath.1994.1046zbMath0840.65150OpenAlexW2001463601MaRDI QIDQ1329033

Grzegorz W. Wasilkowski

Publication date: 30 June 1996

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jath.1994.1046

zbMATH Keywords

Brownian motionapproximationintegrationcontinuous functionsaverage case complexitymultivariate functionsisotropic Wiener measure

Mathematics Subject Classification ID

Multidimensional problems (41A63) Algorithms for approximation of functions (65D15) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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