Computing conditional expectations of multidimensional diffusion processes
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Publication:5704638
DOI10.1080/17442500500196885zbMath1082.60060OpenAlexW2048608388MaRDI QIDQ5704638
Publication date: 15 November 2005
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500500196885
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)
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