Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749)
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scientific article
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| English | Stochastic Taylor Expansions for Functionals of Diffusion Processes |
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Stochastic Taylor Expansions for Functionals of Diffusion Processes (English)
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20 July 2010
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mean-square approximation
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multi-colored rooted tree analysis
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stochastic differential equation
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stochastic Taylor expansion
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strong approximation
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0.8443816
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0.7971717
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0.78639436
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0.77181447
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