Lignende værker

• Development and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals
  af: Kuznetsov, Dmitriy F.
  Udgivet: (2017)
• Four New Forms of the Taylor-Ito and Taylor-Stratonovich Expansions and its Application to the High-Order Strong Numerical Methods for Ito Stochastic Differential Equations
  af: Kuznetsov, Dmitriy F.
  Udgivet: (2020)
• Expansions of Iterated Stratonovich Stochastic Integrals from the Taylor-Stratonovich Expansion, Based on Multiple Trigonometric Fourier Series. Comparison With the Milstein Expansion
  af: Kuznetsov, Dmitriy F.
  Udgivet: (2018)
• Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs
  af: Kuznetsov, Dmitriy F.
  Udgivet: (2020)
• Implementation of Strong Numerical Methods of Orders 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 for Ito SDEs with Non-Commutative Noise Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions and Multiple Fourier-Legendre Series
  af: Kuznetsov, Mikhail D., et al.
  Udgivet: (2020)