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

Yoshio Komori, Guoguo Yang, Kevin Burrage. Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral. SIAM J. Numerical Analysis, 61(4):1716-1736, August 2023. [doi]

Abstract

Abstract is missing.