Approximation of multiple stochastic integrals and its application to stochastic differential equations /

সংরক্ষণ করুন:
গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Li, C. W.
অন্যান্য লেখক: Liu, X. Q.
বিন্যাস: প্রবন্ধ
ভাষা:English
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245 # # |a Approximation of multiple stochastic integrals and its application to stochastic differential equations /  |c C. W. Li, X. Q. Liu. 
653 # # |a Brownian motions 
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653 # # |a Discretization 
653 # # |a Lyndon basis 
653 # # |a Multiple Ito integrals 
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773 # # |t Nonlinear Analysis, Theory, Methods & Applications  |g Vol. 30, part 2 (December 1997), p. 697-708 
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