Geodesic
New Approximations for Wiener Integrals, with Error Estimates
Canadian journal of mathematics, Tome 19 (1967) no. 1, pp. 58-105

Voir la notice de l'article provenant de la source Cambridge University Press

The principal theorem of this paper, a generalization of a theorem given by R. H. Cameron (2), provides a means of approximating certain Wiener integrals to any desired degree of accuracy by an (n + 1)-fold Riemann integral with sufficiently large n. The generalization is in the use of a general complete orthonormal set of functions, whereas Cameron's paper used only the odd harmonic set.Let C′ be the class of real-valued functions x(t) defined on [0, 1] and such that x(0) = 0 and which are continuous except perhaps for one left continuous jump. Let C be the class of continuous members of C′. 
Finlayson, Henry C. New Approximations for Wiener Integrals, with Error Estimates. Canadian journal of mathematics, Tome 19 (1967) no. 1, pp. 58-105. doi: 10.4153/CJM-1967-006-1
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