scientific article; zbMATH DE number 1031933

zbMATH Open0872.65118MaRDI QIDQ4343933

Peter Kopanov

Publication date: 8 October 1997

Title of this publication is not available (Why is that?)

zbMATH Keywords

Wiener processquadrature formulatrapezoidal methodintegral of a stochastic process

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

An optimal approximation of Rosenblatt sheet by multiple Wiener integrals ⋮ Numerical study of higher order analogues of the Tracy–Widom distribution

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