The approximation of multiple stochastic integrals (Q4019361): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3959169 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3908216 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A survey of numerical methods for stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The numerical solution of stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3959887 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4319807 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3048009 / rank | |||
Normal rank | |||
Latest revision as of 16:10, 16 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The approximation of multiple stochastic integrals |
scientific article |
Statements
The approximation of multiple stochastic integrals (English)
0 references
16 January 1993
0 references
multiple stochastic integral
0 references
time discrete approximation
0 references
higher order Taylor approximations
0 references
multiple stochastic integrals
0 references
Brownian bridge process
0 references
