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Property / DOI: 10.1016/j.matcom.2008.08.005 / rank
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Property / cites work: High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula / rank
 
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Property / cites work: A basis for iterated stochastic integrals / rank
 
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Property / cites work: Relations between multiple ito and stratonovich integrals / rank
 
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Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank
 
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Property / cites work: The approximation of multiple stochastic integrals / rank
 
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Property / cites work: Q4319807 / rank
 
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Property / cites work: Q3308802 / rank
 
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Property / cites work: Q4244407 / rank
 
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Property / DOI: 10.1016/J.MATCOM.2008.08.005 / rank
 
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Latest revision as of 12:25, 10 December 2024

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Multiple stochastic integrals with Mathematica
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    Multiple stochastic integrals with Mathematica (English)
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    9 March 2009
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    stochastic differential equations
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    multiple Itô integrals
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    multiple Stratonovich integrals
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    expectation
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    Mathematica
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    multiple stochastic integrals
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