𝔖 Bobbio Scriptorium
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Approximations to Interest Formulas

✍ Scribed by Yuji Ijiri


Book ID
124679713
Publisher
University of Chicago Press
Year
1972
Tongue
English
Weight
381 KB
Volume
45
Category
Article
ISSN
0021-9398

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Certain natural geometric approximation schemes are developed for Wiener measure on a compact Riemannian manifold. These approximations closely mimic the informal path integral formulas used in the physics literature for representing the heat semi-group on Riemannian manifolds. The path space is app