A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space
zbMATH Open1541.60035MaRDI QIDQ6569007FDOQ6569007
Authors: D. F. Kuznetsov 
Publication date: 8 July 2024
Published in: Differentsial'nye Uravneniya i Protsessy Upravleniya (Search for Journal in Brave)
expansionmean-square convergencemultidimensional Wiener processiterated Stratonovich stochastic integralItô stochastic differential equationgeneralized multiple Fourier seriesiterated Itô stochastic integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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