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Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials

Fuente: arXiv

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Bibliographic Details
Main Author:	Kuznetsov, Dmitriy F.
Format:	Preprint
Published:	2017
Subjects:	Probability
Online Access:	Acceder al recurso
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