Publication:4240374
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zbMath0917.65125MaRDI QIDQ4240374
Klaus Ritter, Erich Novak, Achim Steinbauer
Publication date: 3 May 1999
path integralnumerical examplesWiener measureMonte Carlo methodquadrature formulasmultiscale decompositionWiener integrals
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Probabilistic methods, stochastic differential equations (65C99)
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