A basis for iterated stochastic integrals (Q1897650)
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scientific article; zbMATH DE number 792970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A basis for iterated stochastic integrals |
scientific article; zbMATH DE number 792970 |
Statements
A basis for iterated stochastic integrals (English)
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4 September 1995
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stochastic Taylor series expansion
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stochastic differential equation
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product of Itô integrals
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shuffle product
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0.92951214
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0.9220417
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0.91085577
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0.9098488
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0.9096213
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