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; zbMATH DE number 7232965
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| 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; zbMATH DE number 7232965 |
Statements
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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0.8504201769828796
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0.8203514814376831
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