Computing conditional Wiener integrals of functionals of a general form (Q3088356)
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| Language | Label | Description | Also known as |
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| English | Computing conditional Wiener integrals of functionals of a general form |
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Computing conditional Wiener integrals of functionals of a general form (English)
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19 August 2011
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conditional Wiener integral
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conditional Wiener measure
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Feynman path integral
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Brownian bridge
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stochastic differential equation
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weak approximation
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Monte Carlo technique
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pinned diffusion
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quantum mechanics
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integral-type functional
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convergence
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numerical experiments
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