Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51966| Title: | Approximate formulas for expectation of functionals from solution to stochastic equation with random measure |
| Authors: | Egorov, A. D. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 206-209 |
| Abstract: | Approximate formulas for evaluation of mathematical expectation of nonlin- ear functional from solution to stochastic differential equation driven by Wiener process and Poison random measure is given. |
| URI: | http://elib.bsu.by/handle/123456789/51966 |
| Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 206-209.pdf | 358,9 kB | Adobe PDF | View/Open |
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