Abstract
Basing on the method developed in Chapter 5, we shall consider approximate formulae of a given accuracy degree for integrals w.r.t. conditional Wiener measure over space C0 = C0[0, T] of continuous on [0, T] functions x t which vanish at the ends of this segment [94, 95]. This measure has zero mean value and correlation function B(t,s) = = min(t, s) — ts/T. The random process which corresponds to the conditional Wiener measure will be denoted by x t
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© 1993 Springer Science+Business Media Dordrecht
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Egorov, A.D., Sobolevsky, P.I., Yanovich, L.A. (1993). Integrals with Respect to Conditional Wiener 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_7
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DOI: https://doi.org/10.1007/978-94-011-1761-6_7
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4773-9
Online ISBN: 978-94-011-1761-6
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