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Multiple stochastic integrals with Mathematica - MaRDI portal

Multiple stochastic integrals with Mathematica (Q1005208)

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scientific article; zbMATH DE number 5526323
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Multiple stochastic integrals with Mathematica
scientific article; zbMATH DE number 5526323

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    Multiple stochastic integrals with Mathematica (English)
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    9 March 2009
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    stochastic differential equations
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    multiple Itô integrals
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    multiple Stratonovich integrals
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    expectation
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    Mathematica
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    multiple stochastic integrals
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