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• W2980851859 abstract "The article is devoted to the construction of expansion of iterated Stratonovich stochastic integrals of fifth multiplicity based on the method of generalized multiple Fourier series converging in the sense of norm in Hilbert space $L_2([t, T]^k),$ $kinmathbb{N}.$ The mentioned expansion converges in the mean-square sense and contains only one operation of the limit transition in contrast to its existing analogues. The expansion of iterated Stratonovich stochastic integrals turned out much simpler than the appropriate expansion of iterated Ito stochastic integrals. We use the expansion of the latter as a tool of the proof of the expansion for iterated Stratonovich stochastic integrals. The iterated Stratonovich stochastic integrals are the part of the Taylor-Stratonovich expansion of solutions of Ito stochastic differential equations. That is why the results of the article can be applied to the numerical integrations of Ito stochastic differential equations." @default.
• W2980851859 created "2019-10-25" @default.
• W2980851859 creator A5031844627 @default.
• W2980851859 date "2018-02-02" @default.
• W2980851859 modified "2023-09-27" @default.
• W2980851859 title "Expansion of Iterated Stratonovich Stochastic Integrals of Fifth Multiplicity Based on Generalized Multiple Fourier Series" @default.
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• W2980851859 hasPublicationYear "2018" @default.
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