Approximate formulas of the second order of accuracy for expectation of functionals from solution to linear SDE in Skorohod sense (Q5118526)
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scientific article; zbMATH DE number 7240523
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| English | Approximate formulas of the second order of accuracy for expectation of functionals from solution to linear SDE in Skorohod sense |
scientific article; zbMATH DE number 7240523 |
Statements
26 August 2020
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stochastic differential equation
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stochastic integral
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approximate calculations
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0.8497534990310669
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0.8210481405258179
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0.8098358511924744
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0.8025496006011963
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