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• W2785659303 abstract "The article is devoted to numerical methods with strong orders 1.5 and 2.0 of convergence for multidimensional dynamical systems with random disturbances. We consider explicit one-step numerical methods for Ito stochastic differential equations. For numerical modeling of multiple Ito stochastic integrals we using the method of multiple Fourier-Legendre series, converging in the mean in the space $L_2([t, T]^k);$ $k=1,ldots,4.$ The article is addressed to engineers who use numerical modeling in stochastic control and for solving the non-linear filtering problem." @default.
• W2785659303 created "2018-02-23" @default.
• W2785659303 creator A5031844627 @default.
• W2785659303 date "2018-02-03" @default.
• W2785659303 modified "2023-09-27" @default.
• W2785659303 title "To Numerical Modeling With Strong Orders 1.5 and 2.0 of Convergence for Multidimensional Dynamical Systems With Random Disturbances" @default.
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