A nice discretization for stochastic line integrals

Autor:	J. M. C. Clark
Rok vydání:	2005
Předmět:	Stochastic differential equation Discretization Mathematical analysis Line integral Nice Martingale difference sequence computer Central limit theorem Mathematics computer.programming_language
Zdroj:	Lecture Notes in Control and Information Sciences ISBN: 3540151761
DOI:	10.1007/bfb0005068
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::4ca7c5e108577823c92fe8e942fd8bc8 https://doi.org/10.1007/bfb0005068 Zobrazit plný text záznamu