Multiple stochastic integrals with Mathematica
type: Item
instance of: scholarly article
title: Multiple stochastic integrals with Mathematica
zbMATH Open document ID: 1159.65304
author: J. Martínez
published in: Mathematics and Computers in Simulation
publication date: 2009-03-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60-04
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 68W30
zbMATH DE Number: 5526323
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: multiple Itô integrals
zbMATH Keywords: multiple Stratonovich integrals
zbMATH Keywords: expectation
zbMATH Keywords: Mathematica
zbMATH Keywords: multiple stochastic integrals
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.08.005
OpenAlex ID: W2010316025
cites work: High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
cites work: A basis for iterated stochastic integrals
cites work: Relations between multiple ito and stratonovich integrals
cites work: Higher-order implicit strong numerical schemes for stochastic differential equations
cites work: The approximation of multiple stochastic integrals
cites work: Q4319807
cites work: Q3308802
cites work: Q4244407
DOI: 10.1016/J.MATCOM.2008.08.005
description: scientific article; zbMATH DE number 5526323