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 (Q6569007)
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scientific article; zbMATH DE number 7878166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article; zbMATH DE number 7878166 |
Statements
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 (English)
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8 July 2024
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expansion
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generalized multiple Fourier series
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iterated Itô stochastic integral
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iterated Stratonovich stochastic integral
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Itô stochastic differential equation
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mean-square convergence
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multidimensional Wiener process
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