Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Q4404205 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4725642 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4002114 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2126867000 / rank | |||
Normal rank | |||
Latest revision as of 11:34, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes |
scientific article |
Statements
Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (English)
0 references
20 January 2005
0 references
stochastic ordinary differential equations
0 references
stochastic Taylor expansion
0 references
diffusion processes
0 references
stochastic multi-coloured rooted tree theory
0 references
Itô calculus
0 references
Stratonovich calculus
0 references
weak approximations
0 references
0 references
