Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series

DOI10.13108/2019-11-4-49zbMath1463.60076OpenAlexW3018283577MaRDI QIDQ5137851

D. F. Kuznetsov

Publication date: 2 December 2020

Published in: Ufimskii Matematicheskii Zhurnal (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/ufa492

zbMATH Keywords

expansionmultiple Fourier seriesLegendre polynomialmean-square convergenceiterated Stratonovich stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites Work

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