(s, t)-weak tractability of Euler and Wiener integrated processes
From MaRDI portal
Publication:1704604
DOI10.1016/J.JCO.2017.10.001zbMATH Open1385.65066OpenAlexW2768394246MaRDI QIDQ1704604FDOQ1704604
Authors: Paweł Siedlecki
Publication date: 12 March 2018
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2017.10.001
Recommendations
- Tractability of multiparametric Euler and Wiener integrated processes
- scientific article; zbMATH DE number 279670
- An approximation in probability of normalized integrals of processes with weak dependence by a set of Wiener processes and its applications
- scientific article; zbMATH DE number 24041
- On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
- Approximation by Wiener process of normalized integrals of processes with weak dependence
- Stochastic integration, trace and the skeleton of wiener functionals
- Weak convergence of the integrated number of level crossings to the local time for Wiener processes
Cites Work
- Tractability and strong tractability of linear multivariate problems
- Tractability of multiparametric Euler and Wiener integrated processes
- Average case tractability of non-homogeneous tensor product problems
- Quasi-polynomial tractability
- Tractability of multivariate problems. Volume I: Linear information
- Uniform weak tractability
- Notes on \((s,t)\)-weak tractability: a refined classification of problems with (sub)exponential information complexity
- Integrated Brownian motions and exact \(L_2\)-small balls
- Uniform weak tractability of multivariate problems with increasing smoothness
Cited In (8)
- Notes on \((s,t)\)-weak tractability: a refined classification of problems with (sub)exponential information complexity
- A note on \((s,t)\)-weak tractability of the weighted star discrepancy of regular grids
- Average case \((s, t)\)-weak tractability of non-homogeneous tensor product problems
- Tractability of multiparametric Euler and Wiener integrated processes
- \((s, t)\)-weak tractability of multivariate linear problems in the average case setting
- Average case tractability of non-homogeneous tensor product problems with the absolute error criterion
- On the power of standard information for \(\mathbb{L}_2\)-approximation in the average case setting
- Average case tractability of multivariate approximation with Gaussian kernels
This page was built for publication: \((s, t)\)-weak tractability of Euler and Wiener integrated processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1704604)