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Q4960356 - MaRDI portal

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scientific article; zbMATH DE number 7189588
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English
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scientific article; zbMATH DE number 7189588

    Statements

    author
    D. F. Kuznetsov
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    publication date
    15 April 2020
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    zbMATH Keywords
    complete orthonormal system of functions
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    expansion
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    iterated Ito stochastic integral
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    Ito stochastic differential equation
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    Legendre polynomial
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    mean-square approximation
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    Milstein method
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    Identifiers

    Mathematics Subject Classification ID
    65Cxx
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    65-XX
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    60-XX
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    60Hxx
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    zbMATH DE Number
    7189588
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