Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371)
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 7713541
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral |
scientific article; zbMATH DE number 7713541 |
Statements
Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (English)
0 references
18 July 2023
0 references
high order moment
0 references
stochastic integral
0 references
stochastic differential equation
0 references
stability analysis
0 references
numerical method
0 references
0 references
0 references
0 references
0.7329302430152893
0 references
0.7262547016143799
0 references
0.715846836566925
0 references
