Approximation of a class of Wiener integrals
Author:
Lloyd D. Fosdick
Journal:
Math. Comp. 19 (1965), 225233
MSC:
Primary 65.55
MathSciNet review:
0179937
Fulltext PDF Free Access
References 
Similar Articles 
Additional Information
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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 (22 #3455)
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S.
G. Brush, Functional integrals and statistical physics, Rev.
Mod. Phys. 33 (1961), 79–92. 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. 18 (1951), 111–130. MR 0040589
(12,718d)
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Paul
Lévy, Le mouvement brownien, Mémor. Sci. Math.,
no. 126, GauthierVillars, Paris, 1954 (French). MR 0066588
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L. M. Graves, "Riemann integration and Taylor's theorem in general analysis," Trans. Amer. Math. Soc., v. 29, 1927, pp. 163177.
 [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. 77114; English transl., J. Mathematical Phys., v. 1, 1960, pp. 4869. 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. 7992. 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. 111130. MR 12, 718. MR 0040589 (12:718d)
 [4]
 P. Lévy, Le Mouvement Brownien, Mémor. Sci. Math., Fasc. 126, GauthierVillars, 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. 163177.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718196501799374
PII:
S 00255718(1965)01799374
Article copyright:
© Copyright 1965
American Mathematical Society
