scientific article

zbMath0528.60053MaRDI QIDQ3308802

Wolfgang Wagner, Eckhard Platen

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multiple stochastic integralsstochastic Taylor formula

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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