Approximation of a class of Wiener integrals

Author:
Lloyd D. Fosdick

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

MSC:
Primary 65.55

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

MathSciNet review:
0179937

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References | Similar Articles | Additional Information

**[1]**I. M. Gel'fand & A. M. Jaglom, "Integration in function spaces and its application to quantum physics," Uspehi Mat. Nauk, v. 11, 1956, no. 1 (67), pp. 77-114; English transl.,*J. Mathematical Phys.*, v. 1, 1960, pp. 48-69. MR**17**, 1261; MR**22**#3455. MR**0112604 (22:3455)****[2]**S. G. Brush, "Functional integrals and statistical physics,"*Rev. Mod. Phys.*, v. 33, 1961, pp. 79-92. MR**24**#B306. MR**0134253 (24:B306)****[3]**R. H. Cameron, "A 'Simpson's rule' for the numerical evaluation of Wiener's integrals in function space,"*Duke Math. J.*, v. 18, 1951, pp. 111-130. MR**12**, 718. MR**0040589 (12:718d)****[4]**P. Lévy,*Le Mouvement Brownien*, Mémor. Sci. Math., Fasc. 126, Gauthier-Villars, Paris, 1954. MR**16**, 601. MR**0066588 (16:601b)****[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