High-dimensional integration on ℝ
            d, weighted Hermite spaces, and orthogonal transforms

Christian Irrgeher; Gunther Leobacher

doi:10.1016/j.jco.2014.09.002

High-dimensional integration on ℝ ^d, weighted Hermite spaces, and orthogonal transforms

Christian Irrgeher, Gunther Leobacher

Institute of Financial Mathematics and Applied Number Theory

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	174-205
Number of pages	32
Journal	Journal of Complexity
Volume	31
Issue number	2
DOIs	https://doi.org/10.1016/j.jco.2014.09.002
Publication status	Published - 01 Apr 2015

Fields of science

101 Mathematics
101007 Financial mathematics
101019 Stochastics
101025 Number theory

JKU Focus areas

Computation in Informatics and Mathematics

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10.1016/j.jco.2014.09.002

Cite this

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title = "High-dimensional integration on ℝ d, weighted Hermite spaces, and orthogonal transforms",

author = "Christian Irrgeher and Gunther Leobacher",

year = "2015",

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day = "1",

doi = "10.1016/j.jco.2014.09.002",

language = "English",

volume = "31",

pages = "174--205",

journal = "Journal of Complexity",

issn = "1090-2708",

publisher = "Elsevier",

number = "2",

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TY - JOUR

T1 - High-dimensional integration on ℝ d, weighted Hermite spaces, and orthogonal transforms

AU - Irrgeher, Christian

AU - Leobacher, Gunther

PY - 2015/4/1

Y1 - 2015/4/1

UR - https://www.scopus.com/pages/publications/84925049942

U2 - 10.1016/j.jco.2014.09.002

DO - 10.1016/j.jco.2014.09.002

M3 - Article

SN - 1090-2708

VL - 31

SP - 174

EP - 205

JO - Journal of Complexity

JF - Journal of Complexity

IS - 2

ER -

High-dimensional integration on ℝ d, weighted Hermite spaces, and orthogonal transforms

Fields of science

JKU Focus areas

Access to Document

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Cite this

High-dimensional integration on ℝ ^d, weighted Hermite spaces, and orthogonal transforms