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Numerical Evaluation of Wiener Integrals
| Content Provider | Scilit |
|---|---|
| Author | Konheim, Alan G. Miranker, Willard L. |
| Copyright Year | 1967 |
| Description | A systematic study of quadrature formulae for the Wiener integral $\int {F[x]w(dx)}$ of the type $\int {F[\theta (u, \cdot )]\nu (du)}$ is presented. The Cameron and Vladimirov quadrature formulae, which are the function space analogues of Simpson's Rule, are shown to fit into this framework. Numerical results are included. |
| Related Links | https://www.ams.org/mcom/1967-21-097/S0025-5718-1967-0221753-0/S0025-5718-1967-0221753-0.pdf |
| Ending Page | 65 |
| Page Count | 17 |
| Starting Page | 49 |
| ISSN | 00255718 |
| e-ISSN | 10886842 |
| DOI | 10.2307/2003470 |
| Journal | Mathematics of Computation |
| Issue Number | 97 |
| Volume Number | 21 |
| Language | English |
| Publisher | Duke University Press |
| Access Restriction | Open |
| Subject Keyword | Artificial Intelligence Function Wiener Integrals Theta Cameron Cdot Simpson |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Algebra and Number Theory Computational Mathematics |