Optimization of the mean-square approximation procedures for iterated Stratonovich stochastic integrals of multiplicities 1 to 3 with respect to components of the multi-dimensional Wiener process based on Multiple Fourier–Legendre series.
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| Title: | Optimization of the mean-square approximation procedures for iterated Stratonovich stochastic integrals of multiplicities 1 to 3 with respect to components of the multi-dimensional Wiener process based on Multiple Fourier–Legendre series. |
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| Authors: | Kuznetsov, Dmitriy1, sde_kuznetsov@inbox.ru, Kuznetsov, Mikhail2 |
| Source: | MATEC Web of Conferences; 9/14/2022, Vol. 362, p1-10, 10p |
| Database: | Applied Science & Technology Source |
| ISSN: | 22747214 |
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| DOI: | 10.1051/matecconf/202236201014 |
