Documenti analoghi

• Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials
  di: Kuznetsov, Dmitriy F.
  Pubblicazione: (2017)
• 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
  di: Kuznetsov, Dmitriy F.
  Pubblicazione: (2020)
• Exact Calculation of the Mean-Square Error in the Method of Expansion of Iterated Ito Stochastic integrals Based on Generalized Multiple Fourier Series
  di: Kuznetsov, Dmitriy F.
  Pubblicazione: (2018)
• Expansion of Iterated Ito Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Multiple Fourier Series Converging in the Mean
  di: Kuznetsov, Dmitriy F.
  Pubblicazione: (2017)
• Expansions of Iterated Stratonovich Stochastic Integrals from the Taylor-Stratonovich Expansion, Based on Multiple Trigonometric Fourier Series. Comparison With the Milstein Expansion
  di: Kuznetsov, Dmitriy F.
  Pubblicazione: (2018)