New representations of the Hu-Meyer formulas and series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process
Fuente:
arXiv
Salvato in:
| Autore principale: | Kuznetsov, Dmitriy F. |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi
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
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2023)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2023)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
On the orthogonal expansion of iterated Stratonovich stochastic integrals
di: Rybakov, Konstantin A.
Pubblicazione: (2025)
di: Rybakov, Konstantin A.
Pubblicazione: (2025)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2017)
Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4. Combained Approach Based on Generalized Multiple and Iterated Fourier series
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
The Hypotheses on Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity and Their Partial Proof
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2017)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2020)
Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Iterated Fourier Series Converging Pointwise
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
Expansions of Iterated Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series: Multiplicities 1 to 8 and Beyond
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2017)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2017)
Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 2. Combined Approach Based on Generalized Multiple and Iterated Fourier Series
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
Expansion of Iterated Stratonovich Stochastic Integrals of Fifth, Sixth, Seventh and Eighth Multiplicities Based on Generalized Multiple Fourier Series
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 2 Based on Double Fourier-Legendre Series Summarized by Pringsheim Method
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (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
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2020)
Stratonovich-type integral with respect to a general stochastic measure
di: Radchenko, Vadym
Pubblicazione: (2016)
di: Radchenko, Vadym
Pubblicazione: (2016)
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)
di: Kuznetsov, Mikhail D., et al.
Pubblicazione: (2020)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)
Entropy of Wiener integrals with respect to fractional Brownian motion
di: Bodnarchuk, Iryna, et al.
Pubblicazione: (2025)
di: Bodnarchuk, Iryna, et al.
Pubblicazione: (2025)
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)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2017)
The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2020)
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2020)
Riemann-Skorohod and Stratonovich integrals for Gaussian processes
di: Liu, Yanghui
Pubblicazione: (2025)
di: Liu, Yanghui
Pubblicazione: (2025)
Sample path properties of multidimensional integral with respect to stochastic measure
di: Manikin, Boris, et al.
Pubblicazione: (2024)
di: Manikin, Boris, et al.
Pubblicazione: (2024)
Notes on stochastic integration theory with respect to càdlàg semimartingales and a brief introduction to Lévy processes
di: Bosch, Mark van den
Pubblicazione: (2024)
di: Bosch, Mark van den
Pubblicazione: (2024)
On the dual representations of Laplace transforms of Markov processes
di: Kuznetsov, Alexey, et al.
Pubblicazione: (2023)
di: Kuznetsov, Alexey, et al.
Pubblicazione: (2023)
Edgeworth expansion on Wiener chaos
di: Mansanarez, Paul, et al.
Pubblicazione: (2025)
di: Mansanarez, Paul, et al.
Pubblicazione: (2025)
Solving stochastic partial differential equations using neural networks in the Wiener chaos expansion
di: Neufeld, Ariel, et al.
Pubblicazione: (2024)
di: Neufeld, Ariel, et al.
Pubblicazione: (2024)
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes
di: Behme, Anita, et al.
Pubblicazione: (2022)
di: Behme, Anita, et al.
Pubblicazione: (2022)
Finitary codings and stochastic domination for Poisson representable processes
di: Spinka, Yinon
Pubblicazione: (2025)
di: Spinka, Yinon
Pubblicazione: (2025)
The Itô integral with respect to an infinite dimensional Lévy process: A series approach
di: Tappe, Stefan
Pubblicazione: (2019)
di: Tappe, Stefan
Pubblicazione: (2019)
Linear independence properties of the signature components of time-augmented stochastic processes
di: Bourdon, Arthur, et al.
Pubblicazione: (2026)
di: Bourdon, Arthur, et al.
Pubblicazione: (2026)
Time-dependency in hyperbolic Anderson model: Stratonovich regime
di: Chen, Xia
Pubblicazione: (2025)
di: Chen, Xia
Pubblicazione: (2025)
Simulating diffusion bridges using the Wiener chaos expansion
di: Delgado-Vences, Francisco, et al.
Pubblicazione: (2024)
di: Delgado-Vences, Francisco, et al.
Pubblicazione: (2024)
Functional limit theorems for a time-changed multidimensional Wiener process
di: Mishura, Yuliia, et al.
Pubblicazione: (2025)
di: Mishura, Yuliia, et al.
Pubblicazione: (2025)
On the minimal integral energy of majorants of the Wiener process
di: Nikitin, S. E.
Pubblicazione: (2025)
di: Nikitin, S. E.
Pubblicazione: (2025)
Branched Itô formula and natural Itô-Stratonovich isomorphism
di: Bellingeri, Carlo, et al.
Pubblicazione: (2023)
di: Bellingeri, Carlo, et al.
Pubblicazione: (2023)
Asymptotic distribution of the derivative of the taut string accompanying Wiener process
di: Lifshits, Mikhail, et al.
Pubblicazione: (2024)
di: Lifshits, Mikhail, et al.
Pubblicazione: (2024)
Limit distribution of errors in discretization of stochastic Volterra equations with multidimensional kernel
di: Fukasawa, Masaaki, et al.
Pubblicazione: (2025)
di: Fukasawa, Masaaki, et al.
Pubblicazione: (2025)
Higher order integration by parts formulae for Wiener measures on a path space between two curves
di: Ishitani, Kensuke, et al.
Pubblicazione: (2024)
di: Ishitani, Kensuke, et al.
Pubblicazione: (2024)
Documenti analoghi
-
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
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2023) -
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) -
On the orthogonal expansion of iterated Stratonovich stochastic integrals
di: Rybakov, Konstantin A.
Pubblicazione: (2025) -
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) -
Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4. Combained Approach Based on Generalized Multiple and Iterated Fourier series
di: Kuznetsov, Dmitriy F.
Pubblicazione: (2018)