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Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner-Platen Methods for Non-commutative Semilinear SPDEs Based on Multiple Fourier-Legendre Series

Recent Developments in Stochastic Methods and Applications Pub Date : 2020-11-23 DOI:10.1007/978-3-030-83266-7_2
D. Kuznetsov, M. Kuznetsov
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基于多重傅立叶-勒让德级数的非交换半线性SPDEs的强指数Milstein和Wagner-Platen迭代随机积分的均方逼近
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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来源期刊
Recent Developments in Stochastic Methods and Applications
Recent Developments in Stochastic Methods and Applications
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