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• W2956071680 abstract "We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(kin mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated Ito stochastic integrals with respect to the scalar standard Wiener processes based on generalized multiple Fourier series. The case of multiple Fourier-Legendre series is considered in details. The results of the article can be applied to construction of high-order strong numerical methods (with respect to the temporal discretization) for the approximation of mild solution for non-commutative semilinear stochastic partial differential equations." @default.
• W2956071680 created "2019-07-12" @default.
• W2956071680 creator A5031844627 @default.
• W2956071680 date "2019-05-09" @default.
• W2956071680 modified "2023-09-27" @default.
• W2956071680 title "Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations." @default.
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• W2956071680 hasPublicationYear "2019" @default.
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