Integration in infinitely dimensional spaces (continual integration) is
a powerful mathematical tool which is widely used in a number of fields
of modern mathematics, such as analysis, the theory of differential and
integral equations, probability theory and the theory of random
processes. This monograph is devoted to numerical approximation methods
of continual integration. A systematic description is given of the
approximate computation methods of functional integrals on a wide class
of measures, including measures generated by homogeneous random
processes with independent increments and Gaussian processes. Many
applications to problems which originate from analysis, probability and
quantum physics are presented. This book will be of interest to
mathematicians and physicists, including specialists in computational
mathematics, functional and statistical physics, nuclear physics and
quantum optics.