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

Egorov A.D. and Malyutin V.B.

Monte Carlo Methods and Applications, 2003, vol. 9, issue 4, 307-314

Abstract: 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.

Date: 2003
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DOI: 10.1515/156939603322601941

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