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Cited in
(10)- A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials
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- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion
- Expansion of multiple Stratonovich stochastic integrals of second multiplicity, based on double Fourier-Legendre series summarized by Prinsheim method
- Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space
- Applying spectral form of mathematical description for representation of iterated stochastic integrals
- New representations of the Taylor-Stratonovich expansion
- Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions
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