Approximation of a class of Wiener integrals

Author:
Lloyd D. Fosdick

Journal:
Math. Comp. **19** (1965), 225-233

MSC:
Primary 65.55

MathSciNet review:
0179937

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References | Similar Articles | Additional Information

**[1]**I. M. Gel′fand and A. M. Jaglom,*Integration in functional spaces and its applications in quantum physics*, J. Mathematical Phys.**1**(1960), 48–69. MR**0112604****[2]**S. G. Brush,*Functional integrals and statistical physics*, Rev. Mod. Phys.**33**(1961), 79–92. MR**0134253****[3]**R. H. Cameron,*A “Simpson’s rule” for the numerical evaluation of Wiener’s integrals in function space*, Duke Math. J.**18**(1951), 111–130. MR**0040589****[4]**Paul Lévy,*Le mouvement brownien*, Mémor. Sci. Math., no. 126, Gauthier-Villars, Paris, 1954 (French). MR**0066588****[5]**L. M. Graves, "Riemann integration and Taylor's theorem in general analysis,"*Trans. Amer. Math. Soc.*, v. 29, 1927, pp. 163-177.

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DOI:
https://doi.org/10.1090/S0025-5718-1965-0179937-4

Article copyright:
© Copyright 1965
American Mathematical Society