Copertina

Comparative Analysis of the Efficiency of Application of Legendre Polynomials and Trigonometric Functions to the Numerical Integration of Ito Stochastic Differential Equations

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Kuznetsov, Dmitriy F.
Natura:	Preprint
Pubblicazione:	2018
Soggetti:	General Mathematics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

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
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)

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
di: Kuznetsov, Dmitriy F.
Pubblicazione: (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
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2017)

Framework for Solving Fractional Stochastic Integral-Differential Equations
di: Birgani, O. T., et al.
Pubblicazione: (2025)

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)

New Interval Calculus with Application to Interval Differential Equations
di: Liu, Wei, et al.
Pubblicazione: (2025)

Trigonometric Selector Kernels, Duality, and Odd Zeta Values
di: Nagai, Ken
Pubblicazione: (2025)

Balancing Polynomial for Solution Nonlinear Stochastic Itô–Volterra Integral Equations
di: Zahra Beyranvand, et al.
Pubblicazione: (2024)

Equality of the Casoratian and the Wronsikian for some Sets of Functions and an Application in Difference Equations
di: Yadeta, Hailu Bikila
Pubblicazione: (2023)

Carleman Linearization of Partial Differential Equations
di: Vaszary, Tamas
Pubblicazione: (2024)

A New Generating Function for Hermite Polynomials
di: Amiri, Manouchehr
Pubblicazione: (2023)

Analytic Bernoulli Functions: Correspondence with Hermite Polynomials
di: Nagai, Ken
Pubblicazione: (2025)

Calculus for Functions with Fuzzy Inputs and Outputs: Applications to Fuzzy Differential Equations
di: de Barros, Laécio Carvalho, et al.
Pubblicazione: (2025)

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

Exact Solutions for Classes of Nonlinear Differential Equations on Fractal Supports
di: Bongiornoa, Donatella, et al.
Pubblicazione: (2025)

Bivariate Bernstein Fractal Interpolation and Numerical Integration on Triangular Domains
di: P., Aparna M., et al.
Pubblicazione: (2024)

Asymptotic Expansions for Solutions of Differential Equations Having Coalescing Turning Points, With an Application to Legendre Functions
di: T. M. Dunster
Pubblicazione: (2025)

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
di: Kuznetsov, Mikhail D., et al.
Pubblicazione: (2020)

Functional Reformulation of the Continuity Equation in Gases with Constant Density and its Application to the Existence Problem of Smooth Solutions to the Navier Stokes System
di: Aguirre, Ernesto D.
Pubblicazione: (2025)

Revisiting Legendre transformations in Finsler geometry
di: Rodrigues, Ernesto, et al.
Pubblicazione: (2022)

Properties of associated Legendre conical functions
di: Norman, Daniel A., et al.
Pubblicazione: (2025)

Initial Value Problems for Some Functional Equations and the PENLP
di: Yadeta, Hailu Bikila
Pubblicazione: (2025)

Notes on Ordinary Conformal Differential Equations of order $α$ ($0<α\leq 1$)
di: R, Carlos E. Cadenas
Pubblicazione: (2025)

On the Simple Divisibility Restrictions by Polynomial Equation a n+bn=cn Itself in Fermat Last Theorem for Integer/Complex/Quaternion Triples
di: Kristyan, Sandor
Pubblicazione: (2024)

Higher Order Fractal Differential Equations
di: Golmankhaneh, Alireza Khalili, et al.
Pubblicazione: (2024)

Steady Flow of Natural Gas in Pipeline Networks via Solution of a Nonlinear Differential-Algebraic System of Equations
di: Srinivasan, Shriram, et al.
Pubblicazione: (2026)

Polynomial potential minimization on the unit circle
di: Park, Josiah
Pubblicazione: (2024)

A New Method For Solving Fractional And Classical Differential Equations Based On a New Generalized Fractional Power Series
di: Assebbane, Youness, et al.
Pubblicazione: (2024)

A Novel Extension of $S$-Metric Spaces with Application to Solving $n$th-Degree Polynomial Equations
di: Souayah, Nizar
Pubblicazione: (2025)

On the Generalized Hukuhara Nabla Differentiability of Fuzzy Functions on Time Scales via Characterization Theorem
di: Mert, Funda Raziye, et al.
Pubblicazione: (2025)

Mittag-Leffler Poisson Distribution Series and Their Application to Univalent Functions
di: Marimuthu, K., et al.
Pubblicazione: (2024)

A General Multiplication Theorem for Multivariate Hermite Polynomials
di: Shilton, Alistair
Pubblicazione: (2026)

Asymptotic Expansions for Solutions of Differential Equations Having a Coalescing Turning Point and Double Pole, With an Application to Legendre Functions
di: T. M. Dunster
Pubblicazione: (2026)

Existence, Uniqueness, and Averaging Principle for a Class of Fractional Neutral Itô–Doob Stochastic Differential Equations
di: Mohamed Rhaima, et al.
Pubblicazione: (2025)

Preliminaries on Pre-Hilbert Structures on Polynomial Spaces and Associated Laplacians
di: Magnot, Jean-Pierre
Pubblicazione: (2025)

Building Three-Dimensional Differentiable Manifolds Numerically II: Limitations
di: Lindblom, Lee, et al.
Pubblicazione: (2024)

Linearizations of Quadratic Two-parameter Matrix Polynomial Via Newton basis
di: Bist, Avisek, et al.
Pubblicazione: (2025)

A Polynomial Ring Connecting Central Binomial Coefficients and Gould's Sequence
di: Shunia, Joseph M.
Pubblicazione: (2023)

Generation and Distribution of Prime Numbers Using a Modified Lagrange Polynomial
di: Sivaraman, Dileep, et al.
Pubblicazione: (2023)

A Simple Trigonometric Classification of Quartic Roots
di: Pratiher, Sawon
Pubblicazione: (2026)