Worst case complexity of multivariate Feynman--Kac path integration
type: Item
instance of: scholarly article
title: Worst case complexity of multivariate Feynman--Kac path integration
zbMATH Open document ID: 1058.65031
DOI: 10.1016/S0885-064X(03)00048-7
author: Marek Kwas
author: Youming Li
published in: Journal of Complexity
publication date: 2004-11-23T00:00:00Z
Mathematics Subject Classification ID: 65D30
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 81Q30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 65Y20
zbMATH DE Number: 2118386
zbMATH Keywords: Multivariate Feynman-Kac path integration
zbMATH Keywords: Wiener measure
zbMATH Keywords: Multivariate approximation
zbMATH Keywords: Worst case complexity
zbMATH Keywords: numerical example
zbMATH Keywords: algorithm
MaRDI profile type: Publication
cites work: Q4039796
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cites work: On approximate recovery of functions with bounded mixed derivative
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cites work: Explicit cost bounds of algorithms for multivariate tensor product problems
full work available at URL: s0885-064x(03)00048-7
OpenAlex ID: W2085536377
description: scientific article; zbMATH DE number 2118386