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This analysis is based on a comparison of approximate values with exact values for the mathematical expectation of a solution to the equation.<\/jats:p>","DOI":"10.1515\/mcma-2024-2017","type":"journal-article","created":{"date-parts":[[2024,10,1]],"date-time":"2024-10-01T16:56:15Z","timestamp":1727801775000},"page":"389-395","source":"Crossref","is-referenced-by-count":0,"title":["Application of semiclassical approximation to stochastic differential equations"],"prefix":"10.1515","volume":"30","author":[{"ORCID":"https:\/\/orcid.org\/0009-0003-8106-3504","authenticated-orcid":false,"given":"Victor","family":"Malyutin","sequence":"first","affiliation":[{"name":"Department of Nonlinear and Stochastic Analysis , Institute of Mathematics of the National Academy of Sciences of Belarus , Minsk , Belarus"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-1161-2099","authenticated-orcid":false,"given":"Berdakh","family":"Nurjanov","sequence":"additional","affiliation":[{"name":"Karakalpak Branch , V. I. Romanovsky Institute of Mathematics of the Academy of Sciences of the Republic of Uzbekistan , Tashkent , Uzbekistan"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"374","published-online":{"date-parts":[[2024,10,2]]},"reference":[{"key":"2024112721095519580_j_mcma-2024-2017_ref_001","doi-asserted-by":"crossref","unstructured":"E.  Bennati, M.  Rosa-Clot and S.  Taddei,\nA path integral approach to derivative security pricing I: Formalism and analytical results,\nInt. J. Theor. Appl. Finance 2 (1999), 381\u2013407.","DOI":"10.1142\/S0219024999000200"},{"key":"2024112721095519580_j_mcma-2024-2017_ref_002","unstructured":"I. S.  Berezin and N. P.  Zhidkov,\nCalculation Methods. Vol. 2,\nFizmatlit, Moscow, 1959."},{"key":"2024112721095519580_j_mcma-2024-2017_ref_003","unstructured":"R. P.  Feynman and A. R.  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Belarus. Phys. Math. 56 (2020), 166\u2013174.","DOI":"10.29235\/1561-2430-2020-56-2-166-174"},{"key":"2024112721095519580_j_mcma-2024-2017_ref_008","doi-asserted-by":"crossref","unstructured":"V. B.  Malyutin and B. O.  Nurjanov,\nSemiclassical approximation of functional integrals containing the centrifugal potential,\nProc. Natl. Acad. Sci. Belarus. Phys. Math. 58 (2022), 389\u2013397.","DOI":"10.29235\/1561-2430-2022-58-4-389-397"},{"key":"2024112721095519580_j_mcma-2024-2017_ref_009","doi-asserted-by":"crossref","unstructured":"V. B.  Malyutin and B. O.  Nurjanov,\nThe semiclassical approximation of multiple functional integrals,\nProc. Natl. Acad. Sci. Belarus. Phys. Math. 59 (2023), 302\u2013307.","DOI":"10.29235\/1561-2430-2023-59-4-302-307"},{"key":"2024112721095519580_j_mcma-2024-2017_ref_010","doi-asserted-by":"crossref","unstructured":"H. S.  Wio,\nPath Integration to Stochastic Process: An Introduction,\nWorld Scientific, Hackensack, 2012.","DOI":"10.1142\/8695"}],"container-title":["Monte Carlo Methods and Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/mcma-2024-2017\/xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/mcma-2024-2017\/pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,11,27]],"date-time":"2024-11-27T21:10:46Z","timestamp":1732741846000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/mcma-2024-2017\/html"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,10,2]]},"references-count":10,"journal-issue":{"issue":"4","published-online":{"date-parts":[[2024,11,14]]},"published-print":{"date-parts":[[2024,12,1]]}},"alternative-id":["10.1515\/mcma-2024-2017"],"URL":"https:\/\/doi.org\/10.1515\/mcma-2024-2017","relation":{},"ISSN":["0929-9629","1569-3961"],"issn-type":[{"type":"print","value":"0929-9629"},{"type":"electronic","value":"1569-3961"}],"subject":[],"published":{"date-parts":[[2024,10,2]]}}}