No label defined (Q4965807)
From MaRDI portal
scientific article; zbMATH DE number 7318972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7318972 |
Statements
10 March 2021
0 references
approximation in sense of \(n\)th moment
0 references
approximation with probability 1
0 references
convergence in sense of norm in Hilbert space
0 references
expansion
0 references
exponential Milstein scheme
0 references
exponential Wagner-Platen scheme
0 references
generalized iterated Fourier series
0 references
generalized multiple Fourier series
0 references
high-order strong numerical method
0 references
Hilbert-Schmidt operator
0 references
infinite-dimensional \(Q\)-Wiener process
0 references
iterated Itô stochastic integral
0 references
iterated Stratonovich stochastic integral
0 references
Itô stochastic differential equation
0 references
Legendre polynomial
0 references
mean-square approximation
0 references
multidimensional Wiener process
0 references
multiple Fourier-Legendre series
0 references
multiple trigonometric Fourier series
0 references
non-commutative semilinear stochastic partial differential equation
0 references
nonlinear multiplicative trace class noise
0 references
Parseval's equality
0 references
stochastic Itô-Taylor expansion
0 references
stochastic Stratonovich-Taylor expansion
0 references
trace class operator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
