Buchumschlag

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

Fuente: arXiv

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Bibliographische Detailangaben
1. Verfasser:	Kuznetsov, Dmitriy F.
Format:	Preprint
Veröffentlicht:	2020
Schlagworte:	Probability
Online-Zugang:	Acceder al recurso
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