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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Bibliografiset tiedot
Päätekijä:	Li, C. W.
Muut tekijät:	Liu, X. Q.
Aineistotyyppi:	Artikkeli
Kieli:	English
Aiheet:	Brownian motions Chen series Discretization Lyndon basis Multiple Ito integrals Philip Hall basis Shuffle algebra
Tagit:	Lisää tagi Ei tageja, Lisää ensimmäinen tagi!

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

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