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https://elib.bsu.by/handle/123456789/254357| Title: | Approximate Formulas of the Second Order of Accuracy for Expectation of Functionals from Solution to Linear SDE in Skorohod Sense |
| Authors: | Egorov, A. D. Zherelo, A. V. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Физика |
| Issue Date: | 2019 |
| Publisher: | Minsk : Education and Upbringing |
| Citation: | Nonlinear Phenomena in Complex Systems. - 2019. - Vol. 22, N 3. - P. 292-298 |
| Abstract: | In this paper an approximate formula of the second order of accuracy has been developed to calculate mathematical expectation of functionals from a solution to linear Skorohod stochastic differential equations. At the base of the constructed formula the additional improved approximation formula has been also built. |
| URI: | https://elib.bsu.by/handle/123456789/254357 |
| ISSN: | 1561-4085 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2019. Volume 22. Number 3 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| v22no3p292.pdf | 1,58 MB | Adobe PDF | View/Open |
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