Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
type: Item
instance of: scholarly article
title: Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
zbMATH Open document ID: 1218.65005
author: Ben Niu
author: Fred J. Hickernell
author: Thomas Müller-Gronbach
author: Klaus Ritter
published in: Journal of Complexity
publication date: 2011-06-14T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 46E22
zbMATH DE Number: 5907646
zbMATH Keywords: infinite-dimensional quadrature
zbMATH Keywords: multi-level method
zbMATH Keywords: tractability
zbMATH Keywords: low discrepancy points
zbMATH Keywords: fixed subspace sampling
zbMATH Keywords: variable subspace sampling
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: financial derivative
zbMATH Keywords: Asian option
zbMATH Keywords: Brownian motion
zbMATH Keywords: reproducing kernel Hilbert space
zbMATH Keywords: tensor product spaces
zbMATH Keywords: algorithms
zbMATH Keywords: worst case error
MaRDI profile type: Publication
full work available at URL: j.jco.2010.08.001
OpenAlex ID: W2125886176
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DOI: 10.1016/J.JCO.2010.08.001
description: scientific article; zbMATH DE number 5907646