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A systematic study of quadrature formulae for the Wiener integral j F[x]w(dx) of the type / F[6(u, ■ )]v(du) is presented. The Cameron and Vladimirov quadrature formulae, which are the function space analogues of Simpson's Rule, are shown to fit into this framework. Numerical results are included. * We choose thatWiener measure with <r = 2~1/2; see  for precise notation and definition.doi:10.2307/2003470 fatcat:5nyw5puterf6dn4nscytcx4rwa