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On approximation of matrix valued functional integrals

Published/Copyright: December 4, 2007
Monte Carlo Methods and Applications
From the journal Volume 13 Issue 4

In this work, formulas for approximate evaluation of matrix valued functional integrals are constructed. These formulas are based on exact results for the matrix valued integrals of functional polynomials and the Monte Carlo method.

Received: 2007-06-02
Revised: 2007-10-05
Published Online: 2007-12-04
Published in Print: 2007-11-20

© de Gruyter 2007

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