On the approximation of Feynman-Kac path integrals

Journal of Computational Physics

Volumn 185, Issue 2, 2003, Pages 472-483

  Bond, Stephen D ^a,b,c   Laird, Brian B ^a,b,c   Leimkuhler, Benedict J ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF KANSAS   (United States)

^c UNIVERSITY OF LEICESTER   (United Kingdom)

Author keywords

Feynman Kac path integrals; Functional integration; Path integral methods; Quantum statistical mechanics

Indexed keywords

INTEGRAL EQUATIONS; QUANTUM THEORY; STATISTICAL MECHANICS;

CLASS OF METHODS; FEYNMAN-KAC PATH INTEGRAL; FINITE DIMENSIONAL; FUNCTIONAL INTEGRATION; INFINITE DIMENSIONAL; NUMERICAL APPROXIMATIONS; PATH INTEGRAL; PATH INTEGRAL METHOD; QUANTUM STATISTICAL MECHANICS; RIEMANN INTEGRAL;

SOBOLEV SPACES;

EID: 0037336737     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0021-9991(02)00066-9     Document Type: Article

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