Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (Q4374900)
From MaRDI portal
scientific article; zbMATH DE number 1109820
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
12 August 1998
0 references
Brownian motions
0 references
multiple Ito integrals
0 references
shuffle algebra
0 references
Lyndon basis
0 references
Chen series
0 references
Philip Hall basis
0 references
strong discretization
0 references
