scientific article; zbMATH DE number 6892751

zbMath1391.60124MaRDI QIDQ4568479

D. F. Kuznetsov

Publication date: 21 June 2018

Full work available at URL: http://www.math.spbu.ru/diffjournal/EN/numbers/2018.1/article.1.1.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergenceexpansionintegraldouble Fourier-Legendre seriesmultiple Stratonovich stochastic

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Cites Work

• Stratonovich and Ito Stochastic Taylor Expansions
• The approximation of multiple stochastic integrals
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