Approximate calculation of mathematical expectations on processes with a drift (Q2806788)
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scientific article; zbMATH DE number 6582278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate calculation of mathematical expectations on processes with a drift |
scientific article; zbMATH DE number 6582278 |
Statements
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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