Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces (2018)

First Author: Giles M
Attributed to:  Development of Multilevel Monte Carlo Algorithms for Mathematical Finance funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s10208-018-9382-3

Publication URI: http://dx.doi.org/10.1007/s10208-018-9382-3

Type: Journal Article/Review

Parent Publication: Foundations of Computational Mathematics

Issue: 1