Quadrature formulas for the Wiener measure

DOI10.1006/jcom.1999.0518zbMath0965.41017OpenAlexW2010728253MaRDI QIDQ1578512

Achim Steinbauer

Publication date: 3 September 2000

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.1999.0518

zbMATH Keywords

Wiener measure

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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