Approximate calculation of mathematical expectations on processes with a drift

zbMATH Open1385.60055MaRDI QIDQ2806788FDOQ2806788

Authors: Anatoly V. Zherelo 

Publication date: 19 May 2016

Published in: Nonlinear Phenomena in Complex Systems (Minsk) (Search for Journal in Brave)

Full work available at URL: http://www.j-npcs.org/abstracts/vol2015/v18no2/v18no2p207.html

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zbMATH Keywords

stochastic differential equationapproximationmathematical expectation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications
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