scientific article; zbMATH DE number 270739

MaRDI QIDQ5288943zbMATH OpenFDO

Authors A. D. Egorov, P. I. Sobolevskij, L. A. Yanovich

Publication date 9 August 1993

zbMATH Keywords

approximate computation methods of functional integralscontinual integrationGaussian processesintegration in infinite-dimensional spacesmeasures generated by homogeneous random processes with independent increments

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Measures and integration on abstract linear spaces (46G12) Applications of manifolds of mappings to the sciences (58D30) Numerical integration (65D30)

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Cited in

(25)

• Continual means and boundary value problems in function spaces. (Licensed ed. of the Akademie Verlag, Berlin)
• Deterministic computation of functional integrals
• Quadrature formulas for the Wiener measure
• The numerical approximation of nonlinear functionals and functional differential equations
• Computation of multiple functional integrals in quantum physics
• An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion
• A method for the calculation of characteristics for the solution to stochastic differential equations
• The interpolation functional polynomial: the analogue of the Taylor formula
• On tractability of linear tensor product problems for \(\infty \)-variate classes of functions
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• Liberating the dimension for \(L_2\)-approximation
• Approximate evaluation of a class of functional integrals over space of functions taking values ±1
• Thiele-type abstract interpolation fraction
• On composed approximate formulas for expectations of functionals of random processes
• Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
• Liberating the dimension for function approximation and integration
• A new algorithm and worst case complexity for Feynman-Kac path integration.
• Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
• On One Approach to Mathematical Modeling of Socio-EconomicDevelopment of Regions
• The semiclassical approximation of multiple functional integrals
• Liberating the dimension for function approximation
• Semiclassical approximation of functional integrals containing the centrifugal potential
• A survey of the theory of operator polynomial interpolation
• About one stochastic model of a dairy herd
• Approximate formula for mathematical expectations of a solution of a stochastic differential equation with drift

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