Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/233354| Title: | Approximate formulas for expectation of functionals from solution to linear Skorohod stochastic differential equation |
| Authors: | Egorov, A. D. Zherelo, A. V. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2019 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the Twelfth Intern. Conf., Minsk, Sept. 18-22, 2019. – Minsk : BSU, 2019. – P. 158-162. |
| Abstract: | Approximate formulas for evaluation of mathematical expectation of nonlinear functionals of solution to linear stochastic differential equation of Skorohod are constructed. The formulas are exact for functional polynomial of second and third degree and converge to the exact value of mathematical expectation |
| URI: | http://elib.bsu.by/handle/123456789/233354 |
| ISBN: | 978-985-566-811-5 |
| Appears in Collections: | 2019. Computer Data Analysis and Modeling : Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 158-162.pdf | 331,6 kB | Adobe PDF | View/Open |
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