Approximation of Multiple Ito and Stratonovich Stochastic Integrals

By Dmitriy F. Kuznetsov

This book is the first monograph where the problem of strong (mean-square) approximation of multiple Ito and Stratonovich stochastic integrals is sistematically analyzed in the context of numerical... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3848438550
• ISBN13: 9783848438556
• Release Date: March 2012
• Publisher: LAP Lambert Academic Publishing
• Length: 288 Pages
• Weight: 0.94 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"