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: Q4244407 / rank
 
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Latest revision as of 03:45, 29 June 2024

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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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