Discretization of stochastic differential equations by the product expansion for the chen series (Q3128077)
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scientific article; zbMATH DE number 999607
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| English | Discretization of stochastic differential equations by the product expansion for the chen series |
scientific article; zbMATH DE number 999607 |
Statements
Discretization of stochastic differential equations by the product expansion for the chen series (English)
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8 October 1997
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stochastic differential equations
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Chen series
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multiple stochastic integrals
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stochastic Taylor series
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stochastic Gronwall inequality
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almost sure convergence
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Stratonovich-Taylor-Hall scheme
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Stratonovich equation
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multiple Stratonovich integrals
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0.8043985366821289
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0.7899338006973267
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