scientific article; zbMATH DE number 7797144

arXiv2307.11006MaRDI QIDQ6145144

D. F. Kuznetsov

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.

zbMATH Keywords

expansionHermite polynomialItô stochastic differential equationmean-square convergencemultidimensional Wiener processgeneralized multiple Fourier seriesiterated Itô stochastic integralmultiple Wiener stochastic integral

Mathematics Subject Classification ID

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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