Approximate formulas for expectations of functionals of solutions to stochastic differential equations (Q3580724)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate formulas for expectations of functionals of solutions to stochastic differential equations |
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Approximate formulas for expectations of functionals of solutions to stochastic differential equations (English)
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13 August 2010
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Itô's stochastic differential equations
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polynomial functionals
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mathematical expectations of functionals
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approximate formulas
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quadrature formulas
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