A new algorithm and worst case complexity for Feynman-Kac path integration. (Q5926791)
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scientific article; zbMATH DE number 1573089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new algorithm and worst case complexity for Feynman-Kac path integration. |
scientific article; zbMATH DE number 1573089 |
Statements
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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