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Tailored Testing, An Application of Stochastic Approximation

โœ Scribed by Frederic M. Lord

Book ID
125223630
Publisher
American Statistical Association
Year
1971
Tongue
English
Weight
845 KB
Volume
66
Category
Article
ISSN
0162-1459

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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