An approximation method for Wiener integrals of certain unbounded functionals
نویسندگان
چکیده
منابع مشابه
Approximation of a Class of Wiener Integrals*
and since evaluation of this integral by analysis often cannot be done, it is of some practical interest to investigate the possibility of numerically evaluating this integral. Such a calculation is expected to require an enormous amount of arithmetic since it involves the evaluation of a fc-fold integral where k >5> 1 ; an exact evaluation requires going to the limit k —* ». Consequently, it i...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1967
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1967-0217576-0