Numerical Evaluation of Wiener Integrals

DOI10.2307/2003470zbMath0147.14301OpenAlexW4253531186MaRDI QIDQ5524844

Allan G. Konheim, Willard L. Miranker

Publication date: 1967

Full work available at URL: https://doi.org/10.2307/2003470

zbMATH Keywords

numerical analysis

Related Items

Unbiased Monte Carlo evaluation of certain functional integrals, The expansion of continuous functions in series of integrals of orthonormal functions, Accurate Evaluation of Wiener Integrals, Approximation of a conditional Wiener integral, Numerical solution of some partial differential equations by means of a deterministic method of approximate functional integration

Cites Work

• A ``Simpson's rule for the numerical evaluation of Wiener's integrals in function space
• Integration in Functional Spaces and its Applications in Quantum Physics
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