Discrete analogue of the Krylov-Veretennikov expansion (Q2896739)
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scientific article; zbMATH DE number 6056470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete analogue of the Krylov-Veretennikov expansion |
scientific article; zbMATH DE number 6056470 |
Statements
16 July 2012
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stochastic differential equation
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stationary Gaussian process
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Itô-Wiener expansion
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Discrete analogue of the Krylov-Veretennikov expansion (English)
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