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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Podrobná bibliografie
Hlavní autor:	Li, C. W.
Další autoři:	Liu, X. Q.
Médium:	Článek
Jazyk:	English
Témata:	Brownian motions Chen series Discretization Lyndon basis Multiple Ito integrals Philip Hall basis Shuffle algebra
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo otaguje tento záznam!

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

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