Open AccessApproximate Formulas for Mathematical Expectations of Functionals of Random Processes Defined by Ito-Levy Multiple Integral Expansion
Author(s) -
Victor Malyutin,
Leonid A. Sevastianov,
Е. A. Ayryan,
Alexander Egorov
Publication year - 2017
Publication title -
mathematical modelling and geometry
Language(s) - English
Resource type - Journals
ISSN - 2311-1275
DOI - 10.26456/mmg/2017-531
Subject(s) - lévy process , mathematics , statistical physics , calculus (dental) , mathematical economics , physics , medicine , dentistry