Approximation of a Class of Wiener Integrals

DOI10.2307/2003348zbMath0131.15201OpenAlexW4233286530MaRDI QIDQ5339728

Lloyd Fosdick

Publication date: 1965

Full work available at URL: https://doi.org/10.2307/2003348

zbMATH Keywords

numerical analysis

Related Items (5)

Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals ⋮ A new algorithm and worst case complexity for Feynman-Kac path integration. ⋮ Accurate Evaluation of Wiener Integrals ⋮ Monte Carlo path-integral calculations for two-point boundary-value problems ⋮ Approximation of a conditional Wiener integral

Cites Work

• A ``Simpson's rule for the numerical evaluation of Wiener's integrals in function space
• Integration in Functional Spaces and its Applications in Quantum Physics
• Functional Integrals and Statistical Physics
• Unnamed Item

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