Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs (Monograph, In English). arXiv:2003.14184v14 [math.PR], 2021, 652 pp

Autor:	Kuznetsov, Dmitriy F.
Jazyk:	angličtina
Rok vydání:	2021
DOI:	10.13140/rg.2.2.15334.75846
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::633a0313ec9bee93077b9d0016283a7f Zobrazit plný text záznamu