A low-rank approach to the computation of path integrals (Q2374948)

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A low-rank approach to the computation of path integrals
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    A low-rank approach to the computation of path integrals (English)
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    5 December 2016
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    low-rank approximation
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    Feynman-Kac formula
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    path integral
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    multidimensional integration
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    skeleton approximation
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    convolution
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