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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 292-294.pdf | 307,38 kB | Adobe PDF | View/Open |
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