Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes |
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Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (English)
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20 January 2005
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stochastic ordinary differential equations
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stochastic Taylor expansion
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diffusion processes
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stochastic multi-coloured rooted tree theory
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Itô calculus
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Stratonovich calculus
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weak approximations
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