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Definition of functional integration here

Functional integration is a collection of results in mathematics and physics where the domain of an integral is no longer a region of space, but a space of functions. Functional integrals arise in probability, in the study of partial differential equations and in Feynman's approach to the quantum mechanics of particles and fields

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    It is a useful approach when solving exotic variations of the Black-Scholes equation for instance.2012-05-02

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