Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749)

From MaRDI portal
Revision as of 00:35, 3 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Stochastic Taylor Expansions for Functionals of Diffusion Processes
scientific article

    Statements

    Stochastic Taylor Expansions for Functionals of Diffusion Processes (English)
    0 references
    20 July 2010
    0 references
    mean-square approximation
    0 references
    multi-colored rooted tree analysis
    0 references
    stochastic differential equation
    0 references
    stochastic Taylor expansion
    0 references
    strong approximation
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references