Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series (Q1603217)
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scientific article; zbMATH DE number 1759037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series |
scientific article; zbMATH DE number 1759037 |
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Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series (English)
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25 June 2002
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The paper presents an expansion of multiple Stratonovich stochastic random integrals into multiple series of products of Gaussian random variables. Multiple Fourier-series expansions are used to determine the coefficients of this expansion. The order of convergence is established.
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multiple stochastic integrals
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Stratonovich-Taylor expansion
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