Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/162903| Title: | Approximate Calculation of Mathematical Expectations on Processes with a Drift |
| Authors: | Zherelo, A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2015 |
| Publisher: | Minsk : Education and Upbringing |
| Citation: | Nonlinear Phenomena in Complex Systems. - 2015. - Vol. 18, N 2. - P. 207-214 |
| Abstract: | In this paper stochastic differential equations with a drift are considered. Approximate formula for mathematical expectations of functionals on solution of the SDE is constructed in the case of small intervals of time. Accuracy of the proposed formula is estimated. |
| URI: | http://elib.bsu.by/handle/123456789/162903 |
| ISSN: | 1561 - 4085 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2015. Volume 18. Number 2 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| v18no2p207.pdf | 103,59 kB | Adobe PDF | View/Open |
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