ajdmom.ito_cond2_mom.int_et_fZ

ajdmom.ito_cond2_mom.int_et_fZ(n, m, N_sum)

integral of \(\int_0^t e^{iks} s^j f_{Z_s}(l,o)ds\)

For each element with index \((s_{i1},\dots,s_{in})\), the integral becomes \(\int_{s_{i1}\vee\cdots\vee s_{in}}^t e^{iks} s^j ds\). When there is no summation at all in \(f_{Z_s}(l,o)\), the whole integral simplifies to \(\int_0^t e^{iks} s^jds\).

Parameters:

• n (int) – power of \(e^{ks}\), i.e., \(i\).

• m (int) – power of \(s\), i.e., \(j\).

• N_sum (int) – level of summations in \(f_{Z_s}(l,o)\).

Returns:

a poly with attribute keyfor = (‘e^{kt}’, ‘t’, ‘k^{-}’, ‘e^{k(s_i1 v…v s_in)}’, ‘(s_i1 v…v s_in)’).

Return type:

Poly