Applying spectral form of mathematical description for representation of iterated stochastic integrals (Q4960357)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7189589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Applying spectral form of mathematical description for representation of iterated stochastic integrals |
scientific article; zbMATH DE number 7189589 |
Statements
15 April 2020
0 references
iterated stochastic integrals
0 references
Levi area
0 references
Milstein method
0 references
orthogonal expansion
0 references
orthonormal functions
0 references
spectral form of mathematical description
0 references
spectral method
0 references
stochastic differential equation
0 references
0 references
0.724741518497467
0 references
0.7068478465080261
0 references
