Evaluation Formula and Approximation for Wiener Integrals via the Fourier-Type Functional

DOI10.1080/01630563.2021.1918711zbMath1472.42006OpenAlexW3157711446WikidataQ114101011 ScholiaQ114101011MaRDI QIDQ5003745

Hyun Soo Chung, Un Gi Lee

Publication date: 29 July 2021

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2021.1918711

zbMATH Keywords

Fourier transformWiener integralsevaluation formulaGauss error functionFourier-type functional

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Hilbert spaces of continuous, differentiable or analytic functions (46E20) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

• Notes on random functions
• FOURIER-TYPE FUNCTIONALS ON WIENER SPACE
• Computation of the Complex Error Function
• Functions with Bounded Spectrum
• Efficient Computation of the Complex Error Function
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