Rapidly convergent compound formulas for approximate evaluation of Wiener path integrals
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Publication:1571258
zbMath0969.65006MaRDI QIDQ1571258
Publication date: 25 September 2001
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Characteristic functions; other transforms (60E10) Stochastic integrals (60H05) Numerical quadrature and cubature formulas (65D32)
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