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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Détails bibliographiques
Auteur principal:	Li, C. W.
Autres auteurs:	Liu, X. Q.
Format:	Article
Langue:	English
Sujets:	Brownian motions Chen series Discretization Lyndon basis Multiple Ito integrals Philip Hall basis Shuffle algebra
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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

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