Numeric scheme for estimation of mathematical expectation of special form functionals, related to stochastic processes (Q2877863)
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scientific article; zbMATH DE number 6334594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numeric scheme for estimation of mathematical expectation of special form functionals, related to stochastic processes |
scientific article; zbMATH DE number 6334594 |
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27 August 2014
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Brownian motion
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path integral
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stochastic integral
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approximate calculations
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Numeric scheme for estimation of mathematical expectation of special form functionals, related to stochastic processes (English)
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