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• W2977698769 abstract "The article is devoted to the development of the method of expansion and mean-square approximation of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the mean. We adapt this method for iterated Stratonovich stochastic integrals of multiplicity 3 from the Taylor-Stratonovich expansion. The main result of the article has been derived with using the triple Fourier-Legendre series and triple trigonometric Fourier series for the general case of series summation. The results of the article can be applied to the numerical integration of Ito stochastic differential equations in accordance with the strong criterion of convergence." @default.
• W2977698769 created "2019-10-10" @default.
• W2977698769 creator A5031844627 @default.
• W2977698769 date "2018-01-04" @default.
• W2977698769 modified "2023-09-27" @default.
• W2977698769 title "Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 3 Based on Generalized Multiple Fourier Series Converging in the Mean: General Case of Series Summation" @default.
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• W2977698769 hasPublicationYear "2018" @default.
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