Imagen de Portada

Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 2. Combined Approach Based on Generalized Multiple and Iterated Fourier Series

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Kuznetsov, Dmitriy F.
Formato:	Preprint
Publicado:	2018
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Iterated Fourier Series Converging Pointwise
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

Expansions of Iterated Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series: Multiplicities 1 to 8 and Beyond
por: Kuznetsov, Dmitriy F.
Publicado: (2017)

Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4. Combained Approach Based on Generalized Multiple and Iterated Fourier series
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

Expansions of Iterated Stratonovich Stochastic Integrals from the Taylor-Stratonovich Expansion, Based on Multiple Trigonometric Fourier Series. Comparison With the Milstein Expansion
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

Expansion of Iterated Stratonovich Stochastic Integrals of Fifth, Sixth, Seventh and Eighth Multiplicities Based on Generalized Multiple Fourier Series
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 3 Based on Generalized Multiple Fourier Series Converging in the Mean: General Case of Series Summation
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 2 Based on Double Fourier-Legendre Series Summarized by Pringsheim Method
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

The Hypotheses on Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity and Their Partial Proof
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

Expansion of Iterated Ito Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Multiple Fourier Series Converging in the Mean
por: Kuznetsov, Dmitriy F.
Publicado: (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
por: Kuznetsov, Dmitriy F.
Publicado: (2020)

The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series
por: Kuznetsov, Dmitriy F.
Publicado: (2020)

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
por: Kuznetsov, Dmitriy F.
Publicado: (2017)

Development and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals
por: Kuznetsov, Dmitriy F.
Publicado: (2017)

Exact Calculation of the Mean-Square Error in the Method of Expansion of Iterated Ito Stochastic integrals Based on Generalized Multiple Fourier Series
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

New Simple Method of Expansion of Iterated Ito Stochastic integrals of Multiplicity 2 Based on Expansion of the Brownian Motion Using Legendre Polynomials and Trigonometric Functions
por: Kuznetsov, Dmitriy F.
Publicado: (2018)

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
por: Kuznetsov, Mikhail D., et al.
Publicado: (2020)

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
por: Kuznetsov, Dmitriy F.
Publicado: (2020)

New representations of the Hu-Meyer formulas and series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process
por: Kuznetsov, Dmitriy F.
Publicado: (2025)

A new proof of the expansion of iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials
por: Kuznetsov, Dmitriy F.
Publicado: (2023)

Iterative Data-Consistent Inversion with Multiple Push-forward Constraints
por: Jiang, Tianyi, et al.
Publicado: (2026)

Large Deviations for Iterated Sums and Integrals
por: Kifer, Yuri, et al.
Publicado: (2025)

A Geometric Framework for Stochastic Iterations
por: Combettes, Patrick L., et al.
Publicado: (2025)

Stochastic PDEs with correlated, non-stationary Stratonovich noise of Dean--Kawasaki type
por: Fehrman, Benjamin
Publicado: (2025)

Chaotic Hedging with Iterated Integrals and Neural Networks
por: Neufeld, Ariel, et al.
Publicado: (2022)

The Law of Iterated Logarithm for a Linear Stochastic Schrodinger Equation
por: Fatheddin, Parisa
Publicado: (2024)

Non-Asymptotic Convergence of Stochastic Iterative Algorithms: A Lyapunov Framework
por: Chen, Zaiwei, et al.
Publicado: (2026)

Time-dependency in hyperbolic Anderson model: Stratonovich regime
por: Chen, Xia
Publicado: (2025)

Multiple Extremal Integrals
por: Bai, Shuyang, et al.
Publicado: (2025)

Spectral norm bound for the product of random Fourier-Walsh matrices
por: Zhu, Libin, et al.
Publicado: (2025)

The Variable Multiple Bandpass Periodic Block Bootstrap for Time Series With Multiple Periodic Correlations
por: Edward Valachovic
Publicado: (2025)

Stochastic selection problem for a Stratonovich SDE with power non-linearity
por: Pavlyukevich, Ilya, et al.
Publicado: (2023)

A Stochastic Approach to the Definition of the Path Integral Measure
por: Obolenskiy, Timur
Publicado: (2025)

Iterated random walks in random scenery (PAPAPA)
por: Guillotin-Plantard, Nadine, et al.
Publicado: (2025)

On Iterated Lorenz Curves with Applications: The Multivariate Case
por: Yordanov, Vilimir
Publicado: (2025)

Finite Free Cumulants: Multiplicative Convolutions, Genus Expansion and Infinitesimal Distributions
por: Arizmendi, Octavio, et al.
Publicado: (2021)

Deep Neural Networks as Iterated Function Systems and a Generalization Bound
por: Vacher, Jonathan
Publicado: (2026)

From Stochastic Zakharov System to Multiplicative Stochastic Nonlinear Schr{ö}dinger Equation
por: Barrué, Grégoire, et al.
Publicado: (2024)

Quantitative Contraction Rates for McKean-Vlasov Stochastic Differential Equations with Multiplicative Noise
por: Noelck, Dan
Publicado: (2024)

Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
por: Ha, Yunsoo, et al.
Publicado: (2023)

Iterated Poisson Processes for Catastrophic Risk Modeling in Ruin Theory
por: Hu, Dongdong, et al.
Publicado: (2025)