scientific article; zbMATH DE number 7510837

zbMath1492.60150MaRDI QIDQ5071326

Konstantin A. Rybakov

Publication date: 21 April 2022

Full work available at URL: https://diffjournal.spbu.ru/EN/numbers/2021.4/article.1.5.html

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zbMATH Keywords

Wiener processstochastic integralorthogonal expansionHu-Meyer formulamultiple Stratonovich stochastic integraliterated Stratonovich

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Stochastic integrals (60H05)

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Cites Work

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• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
• On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
• Multiple Wiener integral
• A simple embedding theorem for kernels of trace class integral operators in $L^2(\mathbb {R}^m)$. Application to the Fredholm trace formula
• Stratonovich integral and trace
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Multiple ogawa, stratonovich and skorohod anticipating integrals
• Orthogonal functionals of the Poisson process

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