In this paper, we develop a method for approximating multiple integrals. The domain of integration Ω is assumed to be a non-rectangular compact of ℝⁿ. The main idea is the dimensionality reduction ...
This is a preview. Log in through your library . Abstract Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S on classical Wiener ...
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