Approximations for expectations of functionals of solutions to stochastic differential equations (Q5432646)
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scientific article; zbMATH DE number 5221183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for expectations of functionals of solutions to stochastic differential equations |
scientific article; zbMATH DE number 5221183 |
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Approximations for expectations of functionals of solutions to stochastic differential equations (English)
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17 December 2007
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stochastic differential equations
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nonlinear functional of solutions
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mathematical expectations of functionals
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approximate evaluation
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Poisson random measure
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stochastic Wiener integral
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