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https://elib.bsu.by/handle/123456789/94533| Title: | Approximate formulae for expectation of functionals containing stochastic integrals |
| Authors: | Egorov, A. D. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | Some simple approximate formulae for mathematical expectations of random nonlinear functionals are considered. The functionals are deЇned on trajecto- ries of process given by stochastic integral and solutions of linear Skorohod's equations. |
| URI: | http://elib.bsu.by/handle/123456789/94533 |
| Appears in Collections: | Section 3. PROBABILITY AND STATISTICAL ANALYSIS OF TIME SERIES AND STOCHASTIC PROCESSES |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| S05-Egorov.pdf | 123,08 kB | Adobe PDF | View/Open |
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