A basis for iterated stochastic integrals (Q1897650)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A basis for iterated stochastic integrals |
scientific article |
Statements
A basis for iterated stochastic integrals (English)
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4 September 1995
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stochastic Taylor series expansion
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stochastic differential equation
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product of Itô integrals
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shuffle product
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