On the random gamma function: theory and computing

DOI10.1016/j.cam.2017.11.045zbMath1440.60059OpenAlexW2772059189MaRDI QIDQ1743926

L. Villafuerte, Carlos A. dos Santos Braumann, Lucas Jodar, Juan-Carlos Cortés

Publication date: 16 April 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/121427

zbMATH Keywords

mean fourth stochastic calculusmean square stochastic calculusrandom gamma functionstochastic computations

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30)

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