Approximate evaluation of a class of Wiener integrals

Author:
J. Yeh

Journal:
Proc. Amer. Math. Soc. **23** (1969), 513-517

MSC:
Primary 28.46

DOI:
https://doi.org/10.1090/S0002-9939-1969-0248322-4

MathSciNet review:
0248322

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References | Similar Articles | Additional Information

**[1]**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****[2]**P. Erdös and M. Kac,*On certain limit theorems of the theory of probability*, Bull. Amer. Math. Soc.**52**(1946), 292–302. MR**0015705**, https://doi.org/10.1090/S0002-9904-1946-08560-2**[3]**I. M. Gel′fand and A. M. Yaglom,*Integration in function spaces and its application to quantum physics*, Uspehi Mat. Nauk (N.S.)**11**(1956), no. 1(67), 77–114 (Russian). MR**0078910****[4]**M. Kac,*On some connections between probability theory and differential and integral equations*, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, University of California Press, Berkeley and Los Angeles, 1951, pp. 189–215. MR**0045333****[5]**Ī. M. Koval′čik,*The Wiener integral*, Uspehi Mat. Nauk**18**(1963), no. 1 (109), 97–134 (Russian). MR**0222243****[6]**Norbert Wiener,*Generalized harmonic analysis*, Acta Math.**55**(1930), no. 1, 117–258. MR**1555316**, https://doi.org/10.1007/BF02546511**[7]**J. Yeh,*Minimal coefficients in Hölder conditions and approximate evaluation of Wiener integrals*(to appear).

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DOI:
https://doi.org/10.1090/S0002-9939-1969-0248322-4

Article copyright:
© Copyright 1969
American Mathematical Society