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Functional Integrals: Approximate Evaluation and Applications

  • A. D. Egorov
  • P. I. Sobolevsky
  • L. A. Yanovich
Book

Part of the Mathematics and Its Applications book series (MAIA, volume 249)

Table of contents

  1. Front Matter
    Pages i-x
  2. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 1-14
  3. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 47-63
  4. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 65-80
  5. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 109-146
  6. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 147-165
  7. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 211-233
  8. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 235-248
  9. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 277-325
  10. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 327-342
  11. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 343-365
  12. A. D. Egorov, P. I. Sobolevsky, L. A. Yanovich
    Pages 367-400
  13. Back Matter
    Pages 401-419

About this book

Introduction

Integration in infinitely dimensional spaces (continual integration) is a powerful mathematical tool which is widely used in a number of fields of modern mathematics, such as analysis, the theory of differential and integral equations, probability theory and the theory of random processes. This monograph is devoted to numerical approximation methods of continual integration. A systematic description is given of the approximate computation methods of functional integrals on a wide class of measures, including measures generated by homogeneous random processes with independent increments and Gaussian processes. Many applications to problems which originate from analysis, probability and quantum physics are presented. This book will be of interest to mathematicians and physicists, including specialists in computational mathematics, functional and statistical physics, nuclear physics and quantum optics.

Keywords

Approximation Gaussian measure Gaussian process Integral equation Interpolation Probability theory STATISTICA

Authors and affiliations

  • A. D. Egorov
    • 1
  • P. I. Sobolevsky
    • 1
  • L. A. Yanovich
    • 1
  1. 1.Institute of MathematicsBelarus Academy of SciencesMinskByelo-Russia

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