On numerical integration by the shift and application to Wiener space

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dc.creatorBouleau, Nicolas
dc.date2006-10-18
dc.date.accessioned2026-07-07T07:39:46Z
dc.date.available2026-07-07T07:39:46Z
dc.descriptionThe 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.
dc.identifierhttps://arxiv.org/abs/math/0610560
dc.identifierhttp://arxiv.org/abs/math/0610560
dc.identifierActa Applicandae Mathematicae 25 (1991) 201-220
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121575
dc.subjectProbability
dc.subject65Cxx, 37N30
dc.titleOn numerical integration by the shift and application to Wiener space
dc.typetext

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