Approximation and optimization on the Wiener space
From MaRDI portal
Publication:2639281
DOI10.1016/0885-064X(90)90027-BzbMath0718.41046MaRDI QIDQ2639281
Publication date: 1990
Published in: Journal of Complexity (Search for Journal in Brave)
Related Items
The optimal uniform approximation of systems of stochastic differential equations ⋮ Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. ⋮ Lower bound on complexity of optimization of continuous functions ⋮ Complexity of Banach space valued and parametric stochastic Itô integration ⋮ Stochastic approximation of Banach-valued random variables with smooth distributions ⋮ Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations ⋮ The average errors for Hermite-Fejér interpolation on the Wiener space ⋮ Average error bounds of trigonometric approximation on periodic Wiener spaces ⋮ Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion ⋮ A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise ⋮ A Milstein-based free knot spline approximation for stochastic differential equations ⋮ Approximation of multivariate periodic functions on the space with a Gaussian measure ⋮ On the minimum of a conditioned Brownian bridge ⋮ Adaptive approximation of the minimum of Brownian motion ⋮ On average complexity of global optimization problems ⋮ Function approximation and integration on the Wiener space with noisy data ⋮ The average errors for Lagrange interpolation on the Wiener space ⋮ Average errors for zero finding: Lower bounds ⋮ Approximation of functions on the Sobolev space with a Gaussian measure ⋮ Linear widths of a multivariate function space equipped with a Gaussian measure ⋮ Optimal algorithms for global optimization in case of unknown Lipschitz constant ⋮ Probabilistic and average widths of multivariate Sobolev spaces with mixed derivative equipped with the Gaussian measure ⋮ A one-dimensional optimization algorithm and its convergence rate under the Wiener measure ⋮ Approximation of functions on the Sobolev space on the sphere in the average case setting ⋮ Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure ⋮ Average case \(L_\infty\)-approximation in the presence of Gaussian noise ⋮ Uniform reconstruction of Gaussian processes ⋮ Adaptive quantile computation for Brownian bridge in change-point analysis ⋮ On the Moments of the Modulus of Continuity of Itô Processes ⋮ The average errors for the Grünwald interpolation in the Wiener space ⋮ Quadrature formulas for the Wiener measure ⋮ On optimal allocations for estimating the surface of a random field ⋮ One-dimensional global optimization for observations with noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the average complexity of multivariate problems
- Approximation of linear functionals on a Banach space with a Gaussian measure
- Approximation of linear operators on a Wiener space
- Toeplitz matrices, translation kernels and a related problem in probability theory
- Global optimization
This page was built for publication: Approximation and optimization on the Wiener space