Approximate formulas for expectations of functionals of solutions to stochastic differential equations (Q3580724): Difference between revisions
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| Property / author: Andreij I. Egorov / rank | |||
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| Property / author: K. K. Sabel'fel'd / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations / rank | |||
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| Property / full work available at URL: https://doi.org/10.1515/mcma.2010.003 / rank | |||
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| Property / OpenAlex ID: W4235132954 / rank | |||
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Latest revision as of 09:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate formulas for expectations of functionals of solutions to stochastic differential equations |
scientific article |
Statements
Approximate formulas for expectations of functionals of solutions to stochastic differential equations (English)
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13 August 2010
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Itô's stochastic differential equations
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polynomial functionals
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mathematical expectations of functionals
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approximate formulas
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quadrature formulas
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