عنوان

Functional Integrals Approximate Evaluation and Applications.

9401117616

9789401117616

b594913

Functional Integrals Approximate Evaluation and Applications.

[Book]

Egorov, A.D.

Springer Verlag

2013

1. Backgrounds from Analysis on Linear Topological Space. 2. Integrals with Respect to Gaussian Measures and Some Quasimeasures: Exact Formulae, Wick Polynomials, Diagrams. 3. Integration in Linear Topological Spaces of Some Special Classes. 4. Approximate Interpolation-Type Formulae. 5. Formulae Based on Characteristic Functional Approximations which Preserve a Given Number of Moments. 6. Integrals with Respect to Gaussian Measures. 7. Integrals with Respect to Conditional Wiener Measure. 8. Integrals with Respect to Measures which Correspond to Uniform Processes with Independent Increments. 9. Approximations which Agree with Diagram Approaches. 10. Approximations of Integrals Based on Interpolation of Measure. 11. Integrals with Respect to Measures Generated by Solutions of Stochastic Equations. Integrals over Manifolds. 12. Quadrature Formulae for Integrals of Special Form. 13. Evaluation of Integrals by Monte-Carlo Method. 14. Approximate Formulae for Multiple Integrals with Respect to Gaussian Measures. 15. Some Special Problems of Functional Integration. Bibliography. Index.

Egorov, A.D.

Egorov, A.D.

Sobolevsky, P.I.

Yanovich, L.A.

[Book]

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