Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series

DOI10.1023/A:1014581416903zbMath1001.60063MaRDI QIDQ1603217

D. F. Kuznetsov

Publication date: 25 June 2002

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

multiple stochastic integralsStratonovich-Taylor expansion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Unnamed Item ⋮ Unnamed Item ⋮ On Fliess operators driven by L ₂-Itô processes

This page was built for publication: Expansion of the Stratonovich multiple stochastic integrals based on the Fourier multiple series