Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818)
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scientific article; zbMATH DE number 7140451
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| English | Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations |
scientific article; zbMATH DE number 7140451 |
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5 December 2019
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expansion
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generalized multiple Fourier series
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infinite-dimensional Wiener process
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iterated stochastic Itô integral
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Legendre polynomials
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mean-square approximation
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multiple Fourier-Legendre series
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non-commutative semilinear stochastic partial differential equation
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math.GM
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0.9213421
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0.90190244
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0.88842636
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0.88305247
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0.87347907
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