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| HAL : hal-00107444, version 1 |
| arXiv : math.PR/0610560 |
| Fiche détaillée |  Récupérer au format |
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| Acta Applicandae Mathematicae 25 (1991) 201-220 |
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| On numerical integration by the shift and application to Wiener space |
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| Nicolas Bouleau 1 |
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| (1991) |
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| 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. |
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| 1 : | Laboratoire de Mathématiques et Modélisation (LAMM) |
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CNRS : URA1501 – École normale supérieure de Cachan - ENS Cachan – Ecole des Ponts ParisTech |
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| Domaine | : | Mathématiques/Probabilités |
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| shift – regodic theory – iterated logarithm – Monte Carlo – Wiener space |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00107444, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00107444 | |
| oai:hal.archives-ouvertes.fr:hal-00107444 | |
| Contributeur : Nicolas Bouleau | |
| Soumis le : Mercredi 18 Octobre 2006, 17:07:07 | |
| Dernière modification le : Mercredi 18 Octobre 2006, 17:13:08 | |
