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

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

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Bibliografski detalji
Glavni autor:	Li, C. W.
Daljnji autori:	Liu, X. Q.
Format:	Članak
Jezik:	English
Teme:	Brownian motions Chen series Discretization Lyndon basis Multiple Ito integrals Philip Hall basis Shuffle algebra
Oznake:	Dodaj oznaku Bez oznaka, Budi prvi tko označuje ovaj zapis!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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