scientific article; zbMATH DE number 16699

zbMATH Open0735.60065MaRDI QIDQ3973384

Robert P. Leland

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

zbMATH Keywords

Ornstein-Uhlenbeck processsimulation resultsGaussian random fieldrandom Schrödinger equationItô integral representationsTrotter-Kato product forms

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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