Numerical evaluation of Wiener integrals
نویسندگان
چکیده
منابع مشابه
Numerical Evaluation of Wiener Integrals
Here, Jc F[x]w(dx) denotes the Wiener integral, and / F[0(u, ■ )]v(du) denotes an integral over some Euclidean space. In [1] Cameron determined a pair (v, 0) by imposing on (1.2) the condition that the formula be exact for polynomial functionals of degree ^3. Imposing the same requirement, Vladimirov [5] constructed a family of pairs (v, 6). In this paper we shall develop a class of approximati...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1967
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-1967-0221753-0