Approximation of a Class of Wiener Integrals

DOI10.2307/2003348MaRDI QIDQ5339728zbMATH OpenOpenAlexFDO

Authors Lloyd Fosdick

Publication date 1965

Full work available at URL https://doi.org/10.2307/2003348

zbMATH Keywords

numerical analysis

Cites work

• scientific article; zbMATH DE number 3094600 (Why is no real title available?)
• A ``Simpson's rule for the numerical evaluation of Wiener's integrals in function space
• Functional Integrals and Statistical Physics
• Integration in Functional Spaces and its Applications in Quantum Physics

Cited in

(5)

• Accurate Evaluation of Wiener Integrals
• A new algorithm and worst case complexity for Feynman-Kac path integration.
• Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
• Monte Carlo path-integral calculations for two-point boundary-value problems
• Approximation of a conditional Wiener integral

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