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

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scientific article; zbMATH DE number 6660928
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    A low-rank approach to the computation of path integrals
    scientific article; zbMATH DE number 6660928

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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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