APPLICATIONS OF Itô STOCHASTICALLY INTEGRAL IN THE EVALUATION OF THE EXPECTATION VALUES OF BROWNIAN MOTION
Journal Title: Journal of Science And Arts - Year 2008, Vol 9, Issue 2
Abstract
In the paper below are evaluated the expectation values of the natural powers of Brownian motion. It is given the definition of these evaluations and will be demonstrated the recurrent relation between the terms of the same row. In these evaluations It is used the integral stochastic Itô calculation.
Authors and Affiliations
Doina Constanta Mihai
Keywords
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