A basis for iterated stochastic integrals (Q1897650): Difference between revisions

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Latest revision as of 17:09, 23 May 2024

scientific article
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English
A basis for iterated stochastic integrals
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    A basis for iterated stochastic integrals (English)
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    4 September 1995
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    stochastic Taylor series expansion
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    stochastic differential equation
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    product of Itô integrals
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    shuffle product
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