Multiple stochastic integrals with Mathematica (Q1005208): Difference between revisions
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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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Revision as of 02:45, 29 June 2024
scientific article
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English | 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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