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scientific article; zbMATH DE number 7510837

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7510837

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scholarly article

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zbMATH Open document ID

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publication date

21 April 2022

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full work available at URL

https://diffjournal.spbu.ru/EN/numbers/2021.4/article.1.5.html

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Hu-Meyer formula

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iterated Stratonovich

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multiple Stratonovich stochastic integral

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orthogonal expansion

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stochastic integral

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Wiener process

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Konstantin A. Rybakov

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MaRDI profile type

MaRDI publication profile

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Multiple Wiener integral

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Orthogonal functionals of the Poisson process

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Stratonovich integral and trace

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Multiple ogawa, stratonovich and skorohod anticipating integrals

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Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes

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On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence

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On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence

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POLYNOMIALS IN LINEAR RANDOM FUNCTIONS

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A simple embedding theorem for kernels of trace class integral operators in $L^2(\mathbb {R}^m)$. Application to the Fredholm trace formula

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Sitelinks

Mathematics(1 entry)

mardi Publication:5071326

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