General Product Formula of Multiple Integrals of Lévy Process
نویسندگان
چکیده
منابع مشابه
An Approximate Formula for Multiple Integrals
A fifth degree approximate integration formula for hypercubes is constructed. If the integrand is a real function of n independent real variables and the integer number k satisfying the condition 1 ≤ k < n is given, then a 2 + (n k ) 2 + 1 point non–product quadrature is obtained. In the case n = 4, some comparative numerical examples are considered.
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ژورنال
عنوان ژورنال: Journal of Stochastic Analysis
سال: 2020
ISSN: 2689-6931
DOI: 10.31390/josa.1.3.03