Irregular and Simulatable Functionals on Wiener Space
Bouleau, Nicolas
HAL, hal-00448672 / Harvested from HAL
Text on HAL
We discuss the difficulties of effective simulation by studying the case of functionals of multivariate Brownian functionals. This leads us to propose a definition of s-functionals which could be a step toward a statement like a Church thesis for simulatable random variates.
Publié le : 1992-07-05
Classification:  Lévy's area,  Riemann integrability,  approximate continuity,  Euler scheme,  MSC 6008,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA] 
@article{hal-00448672,
     author = {Bouleau, Nicolas},
     title = {Irregular and Simulatable Functionals on Wiener Space},
     journal = {HAL},
     volume = {1992},
     number = {0},
     year = {1992},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00448672}
}

Bouleau, Nicolas. Irregular and Simulatable Functionals on Wiener Space. HAL, Tome 1992 (1992) no. 0, . http://gdmltest.u-ga.fr/item/hal-00448672/