Abstract
Approximate evaluation of multiple integrals w.r.t. measures generated by multidimensional processes with independent increments are considered in Sections 8.3 and 8.4. This chapter derives a number of approximate formulae for functional integrals w.r.t. Gaussian measure.
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© 1993 Springer Science+Business Media Dordrecht
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Egorov, A.D., Sobolevsky, P.I., Yanovich, L.A. (1993). Approximate Formulae for Multiple Integrals with Respect to Gaussian Measure. In: Functional Integrals: Approximate Evaluation and Applications. Mathematics and Its Applications, vol 249. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1761-6_14
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DOI: https://doi.org/10.1007/978-94-011-1761-6_14
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4773-9
Online ISBN: 978-94-011-1761-6
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