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Mathematics of Computation

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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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  • [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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Article copyright: © Copyright 1965 American Mathematical Society