scientific article; zbMATH DE number 3689721

MaRDI QIDQ3884348zbMATH OpenFDO

Authors V. I. Tatarskij, Karl Sabelfeld

Publication date 1978

zbMATH Keywords

Monte Carlo methodWiener path integralsapproximation of the Wiener processCameron's formulas

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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