Linear Skorokhod SDE: Evaluation of Expectations of Functionals

DOI10.33581/1561-4085-2022-25-1-82-91OpenAlexW4280593737MaRDI QIDQ6073677

Alexander Egorov, A. V. Zherelo

Publication date: 11 October 2023

Published in: Nonlinear Phenomena in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://elib.bsu.by/handle/123456789/290921

zbMATH Keywords

stochastic differential equationapproximate calculation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

Related Items (1)

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Cites Work

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• Linear Skorohod stochastic differential equations
• Linear stochastic differential equations and Wick products

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