๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Diffusion approximation of normalized integrals of weakly dependent processes and its applications

โœ Scribed by B. V. Bondarev; I. L. Shurko


Book ID
112472174
Publisher
Springer
Year
1994
Tongue
English
Weight
754 KB
Volume
46
Category
Article
ISSN
0041-5995

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Approximation of Multiple Stochastic Int
โœ C.W. Li; X.Q. Liu ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 671 KB

As multiple stochastic integrals are not very easy to simulate, we would like to treat them as solutions of systems of stochastic differential equations and solve them successively and recursively approximated by the stochastic Taylor expansion as a Chen series in terms of a Philip Hall basis or Lyn