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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/340005
Title: Approximate formula for the mathematical expectation of the solution of a special type of SDE with jumps
Authors: Zherelo, A. V.
Keywords: ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика
Issue Date: 2025
Publisher: Minsk : BSU
Citation: Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIV Intern. Conf., Minsk, Sept. 24–27, 2025 / Belarusian State Univ. ; eds.: Yu. Kharin (ed.-in-chief) [et al.]. – Minsk : BSU, 2025. – Pp. 292-294.
Abstract: The paper presents a formula for the approximate calculation of the mathematical expectation from the solution of a stochastic differential equation containing jumps. The presented formula belongs to the so-called weak approximations and is based on an approximate calculation of the moments of the solution of the equation
URI: https://elib.bsu.by/handle/123456789/340005
ISBN: 978-985-881-830-2
Licence: info:eu-repo/semantics/restrictedAccess
Appears in Collections:2025. Computer Data Analysis and Modeling: Stochastics and Data Science

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