scientific article; zbMATH DE number 7407772

zbMath1471.60078MaRDI QIDQ5155661

Konstantin A. Rybakov

Publication date: 8 October 2021

Full work available at URL: https://diffjournal.spbu.ru/EN/numbers/2021.3/article.1.8.html

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zbMATH Keywords

Wiener processPoisson processorthogonal expansioniterated Ito stochastic integralmultiple Ito stochastic integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05)

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Cites Work

• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
• On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
• Multiple Wiener integral
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Multiple ogawa, stratonovich and skorohod anticipating integrals
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