Colored-noise-like multiple Itô stochastic integrals: algorithms and numerics (Q2978487)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6707738
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Colored-noise-like multiple Itô stochastic integrals: algorithms and numerics |
scientific article; zbMATH DE number 6707738 |
Statements
25 April 2017
0 references
Brownian motion
0 references
multidimensional Itô formula
0 references
multiple stochastic integrals
0 references
colored noise
0 references
white noise
0 references
0.7547584176063538
0 references
0.7391626238822937
0 references
0.7387564778327942
0 references
0.7384540438652039
0 references
