Abstract
Theory of integration w.r.t. Gaussian measure is well-developed for a wide class of linear topological spaces. This enables to investigate issues of approximate integral evaluation in this class of spaces. This chapter is devoted to construction and investigation of approximate formulae with a given algebraic degree of accuracy and of formulae in which various characteristics of Gaussian measures are used as initial data. Approximate evaluation of integrals w.r.t. Gaussian measures are considered in [40]-[58], [85]-[89].
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© 1993 Springer Science+Business Media Dordrecht
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Egorov, A.D., Sobolevsky, P.I., Yanovich, L.A. (1993). Integrals with Respect to Gaussian Measures. In: Functional Integrals: Approximate Evaluation and Applications. Mathematics and Its Applications, vol 249. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1761-6_6
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DOI: https://doi.org/10.1007/978-94-011-1761-6_6
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4773-9
Online ISBN: 978-94-011-1761-6
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