On an infinite integral arising in the numerical integration of stochastic differential equations (Q5422668)
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scientific article; zbMATH DE number 5206149
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| English | On an infinite integral arising in the numerical integration of stochastic differential equations |
scientific article; zbMATH DE number 5206149 |
Statements
On an infinite integral arising in the numerical integration of stochastic differential equations (English)
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30 October 2007
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Stochastic differential equations
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Milstein integration scheme
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Sheffer system
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Meixner polynomials
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Mittag-Leffler expansion
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0.7253090143203735
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0.7230499982833862
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0.7210874557495117
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