scientific article; zbMATH DE number 5954633
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Publication:3172788
zbMATH Open1347.60065MaRDI QIDQ3172788FDOQ3172788
Authors: D. F. Kuznetsov 
Publication date: 5 October 2011
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
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- Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series
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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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