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

Fuente: arXiv
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Bibliographic Details
Main Author: Kuznetsov, Dmitriy F.
Format: Preprint
Published: 2017
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