Publication:4240374
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zbMath0917.65125MaRDI QIDQ4240374
Klaus Ritter, Erich Novak, Achim Steinbauer
Publication date: 3 May 1999
path integral; numerical examples; Wiener measure; Monte Carlo method; quadrature formulas; multiscale decomposition; Wiener integrals
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60B11: Probability theory on linear topological spaces
65C99: Probabilistic methods, stochastic differential equations
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