Exact Calculation of the Approximation Error of Multiple Itô Stochastic Integrals1

被引：0
|
作者：
K. A. Rybakov
机构：
[1] Moscow Aviation Institute (National Research University),
来源：
Numerical Analysis and Applications | 2023年 / 16卷
关键词：
approximation; orthogonal expansion; multiple stochastic integral; numerical method; stochastic differential equations;
D O I：
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中图分类号：
学科分类号：
摘要：
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页码：172 / 178
页数：6
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