Approximation of a Class of Wiener Integrals
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Publication:5339728
DOI10.2307/2003348zbMath0131.15201OpenAlexW4233286530MaRDI QIDQ5339728
Publication date: 1965
Full work available at URL: https://doi.org/10.2307/2003348
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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
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