The approximation of multiple stochastic integrals (Q4019361)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The approximation of multiple stochastic integrals |
scientific article |
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The approximation of multiple stochastic integrals (English)
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16 January 1993
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multiple stochastic integral
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time discrete approximation
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higher order Taylor approximations
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multiple stochastic integrals
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Brownian bridge process
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