مرکز منطقه ای اطلاع رساني علوم و فناوري - Complexity and effective dimension of discrete Lévy areas

Title of article :

Complexity and effective dimension of discrete Lévy areas

Author/Authors :

Klaus Scheicher، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

152

To page :

168

Keywords :

Itô Integral , Lévy stochastic area , Numericalapproximation , Multidimensional stochastic differential equation

Journal title :

Journal of Complexity

Serial Year :

2007

Journal title :

Journal of Complexity

Record number :

292127

Link To Document :