Unbiased monte carlo evaluation of certain functional integrals
Author:
Publisher
Elsevier BV
Subject
Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modelling and Simulation,Numerical Analysis
Reference28 articles.
1. Explicit evaluation of certain Gaussian functional integrals arising in problems of statistical physics
2. Accurate Evaluation of Stochastic Wiener Integrals with Applications to Scattering in Random Media and to Nonlinear Filtering
3. Explicit evaluation of a path integral with memory kernel
4. Path integrals without lattices
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