Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q544124)
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scientific article; zbMATH DE number 5907646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) |
scientific article; zbMATH DE number 5907646 |
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Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (English)
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14 June 2011
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infinite-dimensional quadrature
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multi-level method
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tractability
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low discrepancy points
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fixed subspace sampling
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variable subspace sampling
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Monte Carlo method
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financial derivative
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Asian option
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Brownian motion
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reproducing kernel Hilbert space
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tensor product spaces
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algorithms
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worst case error
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