Monte Carlo convergence rates for \(k\)th moments in Banach spaces

DOI10.1016/j.jfa.2023.110218arXiv2212.03797OpenAlexW4387873374MaRDI QIDQ6184844

Kristin Kirchner, Christoph Schwab

Publication date: 5 January 2024

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.03797

zbMATH Keywords

multilevel Monte Carloinjective tensor productRademacher averagestype of Banach space

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Spaces of linear operators; topological tensor products; approximation properties (46A32) Probability theory on linear topological spaces (60B11)

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