Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371)
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scientific article; zbMATH DE number 7713541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral |
scientific article; zbMATH DE number 7713541 |
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Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (English)
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18 July 2023
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high order moment
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stochastic integral
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stochastic differential equation
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stability analysis
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numerical method
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