scientific article; zbMATH DE number 7644507

zbMath1503.60063MaRDI QIDQ5871683

D. F. Kuznetsov

Publication date: 23 January 2023

Full work available at URL: https://diffjournal.spbu.ru/EN/numbers/2022.4/article.1.9.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

expansionItô stochastic differential equationmean-square convergencemultiple trigonometric Fourier seriesiterated Stratonovich stochastic integralgeneralized multiple Fourier seriesiterated Itô stochastic integralmultiple Fourier-Legendre series

Mathematics Subject Classification ID

Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Stochastic integrals (60H05) Fourier series and coefficients in several variables (42B05)

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• SDE-MATH

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