Approximate formulas for expectations of functionals of solutions to stochastic differential equations (Q3580724): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/mcma.2010.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4235132954 / rank | |||
Normal rank | |||
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)
0 references
13 August 2010
0 references
Itô's stochastic differential equations
0 references
polynomial functionals
0 references
mathematical expectations of functionals
0 references
approximate formulas
0 references
quadrature formulas
0 references
