Strong approximation of multiple Ito and Stratonovich stochastic integrals
Subtitle: multple Fourier series approach
By: Dmitriy F. Kuznetsov
Publisher: Politechnical University Publishing House
Published: 2011
Place of publication: Saint-Peterburg
Language: eng
Number of pages: 249
ISBN-13: 9785742229889
Subjects: Stochastic integrals