최적 적분알고리즘의 특성에 관한 연구

Abstract

In the integration problem defined on a set of functions, we choose the Simpson's quadrature and study its probabilistic properties. In order to study the probabilistic properties, we assume that the function space is equipped with -fold Wiener measure. We also prove that the Simpson's quadrature is an optimal algorithm, when the regularity degree is less than 4.