On numerical integration by the shift and application to Wiener space

Details On numerical integration by the shift and application to Wiener space On numerical integration by the shift and application to Wiener space

2006-10-18

arxiv.org/abs/math/0610560v1

Acta Applicandae Mathematicae 25 (1991) 201-220

Mathematics

Probability

Scientific paper

The aim of this study is to clarify the consequences of recent theoretical results for the numerical computation of expectation by the shift method, and in particular to yield sufficient criteria for the existence of speed of convergence of the type `iterated logarithm' in several situations. We deepen the case of the Wiener space because it contains many situations useful in applications.

Affiliated with

Also associated with

No associations

Rating

On numerical integration by the shift and application to Wiener space does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On numerical integration by the shift and application to Wiener space, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On numerical integration by the shift and application to Wiener space will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-99880