Approximation of Multiple Ito and Stratonovich Stochastic Integrals: Multiple Fourier Series Approach

Ein tiefgehendes Lehrbuch, das die Annäherung mehrdimensionaler Ito‑ und Stratonovich‑Integrale mit Fourier‑Serien neu interpretiert; es liefer ...
Approximation of Multiple Multiple Fourier
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Approximation of Multiple Ito and Stratonovich Stochastic Integrals, Fachbücher
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Kuznetsov, Dmitriy F.
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Kuznetsov, Dmitriy F. 3848438550

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