On the random gamma function: theory and computing
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Publication:1743926
DOI10.1016/j.cam.2017.11.045zbMath1440.60059MaRDI QIDQ1743926
L. Villafuerte, Carlos A. dos Santos Braumann, Lucas Jodar, Juan-Carlos Cortés
Publication date: 16 April 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10251/121427
mean fourth stochastic calculus; mean square stochastic calculus; random gamma function; stochastic computations
60H25: Random operators and equations (aspects of stochastic analysis)
60H07: Stochastic calculus of variations and the Malliavin calculus
65C30: Numerical solutions to stochastic differential and integral equations