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scientific article; zbMATH DE number 7793168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7793168 |
Statements
23 January 2024
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approximation in sense of \(n\)-th moment
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approximation with probability 1
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convergence in sense of norm in Hilbert space
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exponential Milstein scheme
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exponential Wagner-Platen scheme
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generalized iterated Fourier series
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generalized multiple Fourier series
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high-order strong numerical method
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Hilbert-Schmidt operator
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infinite-dimensional Q-Wiener process
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iterated Itô stochastic integral
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iterated Stratonovich stochastic integral
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Itô stochastic differential equation
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Legendre polynomials
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mean-square approximation
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multi-dimensional Wiener process
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multiple Fourier-Legendre series
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multiple trigonometric Fourier series
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non-commutative semilinear stochastic partial differential equation
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nonlinear multiplicative trace class noise
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Parseval equality
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stochastic Itô-Taylor expansion
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stochastic Stratonovich-Taylor expansion
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trace class operator
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