scientific article; zbMATH DE number 4213308
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Numerical quadrature and cubature formulas (65D32) Integral representations of solutions to PDEs (35C15) Initial value problems for second-order parabolic equations (35K15) Algorithms for approximation of functions (65D15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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