Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (Q4374900)
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scientific article; zbMATH DE number 1109820
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| English | Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations |
scientific article; zbMATH DE number 1109820 |
Statements
Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations (English)
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12 August 1998
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Brownian motions
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multiple Ito integrals
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shuffle algebra
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Lyndon basis
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Chen series
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Philip Hall basis
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strong discretization
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0.9767371
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0.93412095
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0.9306195
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