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"Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral."

Yoshio Komori, Guoguo Yang, Kevin Burrage (2023)

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DOI: 10.1137/22M152013X

access: closed

type: Journal Article

metadata version: 2023-08-05

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  - journals/siamnum/KomoriYB23
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  - https://dblp.org/rec/journals/siamnum/KomoriYB23
Yoshio Komori, Guoguo Yang, Kevin Burrage:
Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral. SIAM J. Numer. Anal. 61(4): 1716-1736 (2023)

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