Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304)
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English | Pathwise Taylor expansions for random fields on multiple dimensional paths |
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Pathwise Taylor expansions for random fields on multiple dimensional paths (English)
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11 June 2015
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random fields
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path derivatives
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pathwise Taylor expansion
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functional Itō formula
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Itō-Wentzell formula
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stochastic partial differential equations
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