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Approximate calculation of mathematical expectations on processes with a drift - MaRDI portal

Approximate calculation of mathematical expectations on processes with a drift (Q2806788)

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scientific article; zbMATH DE number 6582278
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English
Approximate calculation of mathematical expectations on processes with a drift
scientific article; zbMATH DE number 6582278

    Statements

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    19 May 2016
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    stochastic differential equation
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    mathematical expectation
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    approximation
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    Approximate calculation of mathematical expectations on processes with a drift (English)
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    Identifiers