scientific article; zbMATH DE number 7797144
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Publication:6145144
arXiv2307.11006MaRDI QIDQ6145144
Publication date: 30 January 2024
Full work available at URL: https://arxiv.org/abs/2307.11006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
expansionHermite polynomialItô stochastic differential equationmean-square convergencemultidimensional Wiener processgeneralized multiple Fourier seriesiterated Itô stochastic integralmultiple Wiener stochastic integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)
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