On the optimal order of integration in Hermite spaces with finite smoothness

Josef Dick; Christian Irrgeher; Gunther Leobacher; Friedrich Pillichshammer

doi:10.1137/16M1087461

On the optimal order of integration in Hermite spaces with finite smoothness

Josef Dick
, Christian Irrgeher
, Gunther Leobacher
, Friedrich Pillichshammer

Institute of Financial Mathematics and Applied Number Theory

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

Original language	English
Pages (from-to)	684–707
Number of pages	24
Journal	SIAM Journal on Numerical Analysis
Volume	56
Issue number	2
DOIs	https://doi.org/10.1137/16M1087461
Publication status	Published - 2018

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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10.1137/16M1087461

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title = "On the optimal order of integration in Hermite spaces with finite smoothness",

author = "Josef Dick and Christian Irrgeher and Gunther Leobacher and Friedrich Pillichshammer",

year = "2018",

doi = "10.1137/16M1087461",

language = "English",

volume = "56",

pages = "684–707",

journal = "SIAM Journal on Numerical Analysis",

issn = "1095-7170",

publisher = "Society for Industrial and Applied Mathematics (SIAM), Philadelphia",

number = "2",

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T1 - On the optimal order of integration in Hermite spaces with finite smoothness

AU - Dick, Josef

AU - Irrgeher, Christian

AU - Leobacher, Gunther

AU - Pillichshammer, Friedrich

PY - 2018

Y1 - 2018

UR - https://www.scopus.com/pages/publications/85046721086

U2 - 10.1137/16M1087461

DO - 10.1137/16M1087461

M3 - Article

SN - 1095-7170

VL - 56

SP - 684

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JO - SIAM Journal on Numerical Analysis

JF - SIAM Journal on Numerical Analysis

IS - 2

ER -

On the optimal order of integration in Hermite spaces with finite smoothness

Fields of science

JKU Focus areas

Access to Document

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