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scientific article; zbMATH DE number 7189589
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scientific article; zbMATH DE number 7189589

    Statements

    publication date
    15 April 2020
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    zbMATH Keywords
    iterated stochastic integrals
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    Levi area
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    Milstein method
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    orthogonal expansion
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    orthonormal functions
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    spectral form of mathematical description
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    spectral method
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    stochastic differential equation
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    Identifiers

    zbMATH DE Number
    7189589
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