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Applications of the degree theorem to absolute continuity on Wiener space

✍ Scribed by A. S. Üstünel; M. Zakai


Publisher
Springer
Year
1993
Tongue
English
Weight
541 KB
Volume
95
Category
Article
ISSN
1432-2064

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On numerical integration by the shift an
✍ Nicolas Bouleau 📂 Article 📅 1991 🏛 Springer Netherlands 🌐 English ⚖ 675 KB

Since the advantages of quasi-Monte Carlo methods vanish when the dimension of the basic space increases, the question arises whether there are better methods than the classical Monte Carlo in large or infinite-dimensional basic spaces. We study here the use of the shift operator with the pointwise