The approximation of multiple stochastic integrals
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Publication:4019361
DOI10.1080/07362999208809281zbMath0761.60048OpenAlexW2083416274MaRDI QIDQ4019361
Ian W. Wright, Eckhard Platen, Peter E. Kloeden
Publication date: 16 January 1993
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999208809281
multiple stochastic integralmultiple stochastic integralstime discrete approximationBrownian bridge processhigher order Taylor approximations
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