Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (Q4374900): Difference between revisions

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scientific article; zbMATH DE number 1109820
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English
Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations
scientific article; zbMATH DE number 1109820

    Statements

    Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (English)
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    12 August 1998
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    Brownian motions
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    multiple Ito integrals
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    shuffle algebra
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    Lyndon basis
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    Chen series
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    Philip Hall basis
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    strong discretization
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