Computing conditional expectations of multidimensional diffusion processes (Q5704638): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/17442500500196885 / rank | |||
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| Property / OpenAlex ID: W2048608388 / rank | |||
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| Property / cites work: A review of white noise analysis from a probabilistic standpoint / rank | |||
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| Property / cites work: Q4896047 / rank | |||
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| Property / cites work: ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION / rank | |||
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| Property / cites work: White noise calculus and Fock space / rank | |||
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Latest revision as of 11:55, 11 June 2024
scientific article; zbMATH DE number 2229237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing conditional expectations of multidimensional diffusion processes |
scientific article; zbMATH DE number 2229237 |
Statements
Computing conditional expectations of multidimensional diffusion processes (English)
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15 November 2005
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white noise analysis
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stochastic differential equations
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