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Exponential Integrability and Application to Stochastic Quantization

✍ Scribed by Y. Hu; G. Kallianpur


Book ID
105937029
Publisher
Springer
Year
1998
Tongue
English
Weight
514 KB
Volume
37
Category
Article
ISSN
0095-4616

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Approximation of Multiple Stochastic Int
✍ C.W. Li; X.Q. Liu πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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