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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.
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
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 159139679
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PubType: Conference
PubTypeId: conference
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  Data: 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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  Data: <searchLink fieldCode="AU" term="%22Kuznetsov%2C+Dmitriy%22">Kuznetsov, Dmitriy</searchLink><relatesTo>1</relatesTo>, <i>sde_kuznetsov@inbox.ru</i><br /><searchLink fieldCode="AU" term="%22Kuznetsov%2C+Mikhail%22">Kuznetsov, Mikhail</searchLink><relatesTo>2</relatesTo>
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  Data: <searchLink fieldCode="JN" term="%22MATEC+Web+of+Conferences%22">MATEC Web of Conferences</searchLink>; 9/14/2022, Vol. 362, p1-10, 10p
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      – Type: doi
        Value: 10.1051/matecconf/202236201014
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      – Code: eng
        Text: English
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        PageCount: 10
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      – TitleFull: 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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            NameFull: Kuznetsov, Dmitriy
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            NameFull: Kuznetsov, Mikhail
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            – D: 14
              M: 09
              Text: 9/14/2022
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              Y: 2022
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              Value: 362
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