Computation of conditional Wiener integrals by the composite approximation formulas with weight

DOI10.1016/0377-0427(90)90194-5zbMath0687.65016OpenAlexW2009301243MaRDI QIDQ1263227

K. Appert

Publication date: 1990

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(90)90194-5

zbMATH Keywords

convergenceMonte Carlo methodconditional Wiener integralconditional Wiener measureestimate of the remainderfamily of approximate formulas with weight

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (2)

Computation of multiple functional integrals in quantum physics ⋮ Deterministic computation of functional integrals

Cites Work

• On the deterministic computation of functional integrals in application to quantum mechanical problems
• Integration in Functional Spaces and its Applications in Quantum Physics
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