𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Reduction of cartesian tensors and its application to stochastic dynamics

✍ Scribed by R. K. Bansal; E. C. G. Sudarshan


Book ID
112839076
Publisher
Società Italiana di Fisica
Year
1962
Weight
496 KB
Volume
25
Category
Article
ISSN
0029-6341

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Approximation of Multiple Stochastic Int
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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