Buchumschlag

New Simple Method of Expansion of Iterated Ito Stochastic integrals of Multiplicity 2 Based on Expansion of the Brownian Motion Using Legendre Polynomials and Trigonometric Functions

Fuente: arXiv

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Bibliographische Detailangaben
1. Verfasser:	Kuznetsov, Dmitriy F.
Format:	Preprint
Veröffentlicht:	2018
Schlagworte:	Probability
Online-Zugang:	Acceder al recurso
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