Approximate formulas for expectations of functionals of solutions to stochastic differential equations (Q3580724)
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scientific article; zbMATH DE number 5770200
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| English | Approximate formulas for expectations of functionals of solutions to stochastic differential equations |
scientific article; zbMATH DE number 5770200 |
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Approximate formulas for expectations of functionals of solutions to stochastic differential equations (English)
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13 August 2010
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Itô's stochastic differential equations
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polynomial functionals
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mathematical expectations of functionals
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approximate formulas
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quadrature formulas
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0.917500138282776
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0.8826537132263184
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0.8637271523475647
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0.8551137447357178
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