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

Wiener processHaar functionsseries expansionWalsh functionsintegraliterated stochastic Stratonovichmultiple stochastic Stratonovich integral

Mathematics Subject Classification ID

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

Recommendations

• Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series
• scientific article; zbMATH DE number 7038846
• A method of expansion and approximation of repeated stochastic Stratonovich integrals based on multiple Fourier series on full orthonormal systems
• Expansion of multiple Stratonovich stochastic integrals of second multiplicity, based on double Fourier-Legendre series summarized by Prinsheim method
• Strong approximation of multiple Itô and Stratonovich stochastic integrals: multiple Fourier series approach

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

Cited in

(1)

• Rosenbrock-type methods for solving stochastic differential equations

This page was built for publication: Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6141902)