scientific article; zbMATH DE number 5945504
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Publication:3090927
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Multiple Itô and Stratonovich stochastic integrals: Fourier-Legendre and trigonometric expansions, approximations, formulas
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(5)- Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach
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- 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
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