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Proceedings of the National Academy of Sciences of Belarus. Physics and Mathematics Series

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CALCULATION OF MOMENTS OF STOCHASTIC PROCESSES DEFINED BY TRIGONOMETRIC FUNCTIONS OF BROWNIAN MOTION

Abstract

Some approximations for stochastic processes defined as a functional of quadratic polynomials of Brownian motion were proposed. For finding errors of the mathematical expectations in the case of trigonometric functions, computational experiment was conducted.

 

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ISSN 1561-2430 (Print)
ISSN 2524-2415 (Online)