An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space

Authors:	Kazuhiro?Yoshikawa author-information" > author-information__contact u-icon-before" > mailto:ra@ed.ritsumei.ac.jp" title=" ra@ed.ritsumei.ac.jp" itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author

Affiliation:	1.Graduate School of Science and Engineering,Ritsumeikan University,Kusatsu,Japan

Abstract:	In this paper, we show that every antisymmetric multiple stochastic (Ito’s) integral has a polynomial form of single and double ones. As an application, a new approximating scheme for the solution to a stochastic differential equation is proposed.

Keywords:
本文献已被 SpringerLink 等数据库收录！