A new algorithm and worst case complexity for Feynman-Kac path integration. (Q5926791): Difference between revisions

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Revision as of 21:03, 19 March 2024

scientific article; zbMATH DE number 1573089
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English
A new algorithm and worst case complexity for Feynman-Kac path integration.
scientific article; zbMATH DE number 1573089

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    A new algorithm and worst case complexity for Feynman-Kac path integration. (English)
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    2000
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    Wiener measure
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    multivariate approximation
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