The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series (Q3305757)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Proof of Convergence with Probability 1 in the Method of Expansion of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series |
scientific article |
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12 August 2020
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convergence in mean of arbitrary degree
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convergence with probability 1
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expansion
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generalized multiple Fourier series
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iterated Itô stochastic integral
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Legendre polynomials
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mean-square convergence
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multiple Fourier-Legendre series
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multiple trigonometric Fourier series
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Parseval equality
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math.PR
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