Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions

MaRDI QIDQ6141902FDOQ6141902

Authors: K. A. Rybakov 

Publication date: 23 January 2024

Full work available at URL: https://diffjournal.spbu.ru/EN/numbers/2023.1/article.1.9.html

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zbMATH Keywords

Wiener processHaar functionsseries expansionWalsh functionsintegraliterated stochastic Stratonovichmultiple stochastic Stratonovich integral

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• Multiple ogawa, stratonovich and skorohod anticipating integrals
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• Orthogonal expansion of multiple Ito stochastic integrals
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Cited In (1)

• Rosenbrock-type methods for solving stochastic differential equations

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