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Stochastic Taylor expansions for functionals of diffusion processes
Andreas Rößler
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Institute of Mathematics
7
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Dive into the research topics of 'Stochastic Taylor expansions for functionals of diffusion processes'. Together they form a unique fingerprint.
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Mathematics
B-series
100%
Rooted Trees
74%
Taylor Expansion
73%
Wiener Process
71%
Truncation Error
71%
Series Expansion
65%
Mean Square
64%
Diffusion Process
61%
Stochastic Differential Equations
57%
Ordinary differential equation
50%
Estimate
29%