On the calculation of functionals from the solution of the linear Skorohod SDE with first-order chaos in the coefficients (Q6152277)
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scientific article; zbMATH DE number 7815498
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| English | On the calculation of functionals from the solution of the linear Skorohod SDE with first-order chaos in the coefficients |
scientific article; zbMATH DE number 7815498 |
Statements
11 March 2024
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stochastic differential equations
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Skorochod equation
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mathematical expectations of functionals from solutions
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approximate formulas
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0.870097815990448
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0.7742605805397034
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0.7692422270774841
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0.7582577466964722
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