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

MaRDI QIDQ6141902zbMATH OpenFDO

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

zbMATH Keywords

Haar functionsintegraliterated stochastic Stratonovichmultiple stochastic Stratonovich integralseries expansionWalsh functionsWiener process

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3915290 (Why is no real title available?)
• scientific article; zbMATH DE number 49667 (Why is no real title available?)
• scientific article; zbMATH DE number 939851 (Why is no real title available?)
• scientific article; zbMATH DE number 7627965 (Why is no real title available?)
• scientific article; zbMATH DE number 7510837 (Why is no real title available?)
• scientific article; zbMATH DE number 7644507 (Why is no real title available?)
• Multiple ogawa, stratonovich and skorohod anticipating integrals
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• Orthogonal expansion of multiple Ito stochastic integrals

Cited in

(1)

• Rosenbrock-type methods for solving stochastic differential equations

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