On relation between one multiple and a corresponding one-dimensional integral with applications

DOI10.2298/YJOR160916020BzbMath1460.60047MaRDI QIDQ4987776

Tatjana Baji

Publication date: 4 May 2021

Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

multiple integralmultiple stochastic integralGaussian quadrature rule

Mathematics Subject Classification ID

Stochastic integrals (60H05) Numerical quadrature and cubature formulas (65D32)

Cites Work

• Epi-convergent discretizations of stochastic programs via integration quadratures
• Multiple Wiener integral
• On the convergence of generalized polynomial chaos expansions
• Numerical Methods in Finance and Economics
• Generalized Gaussian Quadrature Rules for Systems of Arbitrary Functions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On relation between one multiple and a corresponding one-dimensional integral with applications