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A.D. Egorov, V.B. Malyutin

Approximate evaluation of a class of functional integrals over space of functions taking values ±1

In this paper approximate formulas for functional integrals defined by transition functions are suggested. The formulas are exact for functional polynomials of given power. The Monte Carlo algorithm is used for evaluation of sums entering the formulas.

Monte Carlo Methods and Applications, Walter de Gruyter

Print ISSN: 0929-9629
Volume: 9, 12/2003
Pages: 307 - 314

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