Computing conditional Wiener integrals of functionals of a general form
Brownian bridgeconditional Wiener integralconditional Wiener measureconvergenceFeynman path integralintegral-type functionalMonte Carlo techniquenumerical experimentspinned diffusionquantum mechanicsstochastic differential equationweak approximation
Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Diffusion processes (60J60) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Path integrals in quantum mechanics (81S40)
- Computation of conditional Wiener integrals by the composite approximation formulas with weight
- Evaluation Formulas for a Conditional Feynman Integral Over Wiener Paths in Abstract Wiener Space
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
- scientific article; zbMATH DE number 227244
- Multiple path-valued conditional Yeh-Wiener integrals
- Computation of conditional Wiener integrals by the composite approximation formulas with weight
- Numerical evaluation of path integrals.
- scientific article; zbMATH DE number 3874366 (Why is no real title available?)
- scientific article; zbMATH DE number 3879985 (Why is no real title available?)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
- Path integral molecular dynamics approximations of quantum canonical observables
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