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scientific article; zbMATH DE number 1754702
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scientific article; zbMATH DE number 1754702

    Statements

    author
    Shigeo Kusuoka
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    publication date
    13 January 2004
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    zbMATH Keywords
    stochastic differential equations
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    partial differential equations
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    Malliavin calculus
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    stochastic Taylor expansion
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    numerical approximations
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    65C50
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    91G20
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    91G60
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    60H07
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    60H10
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    zbMATH DE Number
    1754702
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