title: Features of the Expansion of Multiple Stochastic Stratonovich Integrals Using Walsh and Haar Functions
metadata.name: dc.contributor.author
metadata.value: Rybakov, Konstantin
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2023-04-11T11:05:06Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2023-04-11T11:05:06Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2023-03
metadata.lang: -
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/11701/spbu35.2023.109
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/41282
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The problem of the root-mean-square convergence for approximations of multiple stochastic Stratonovich integrals based on the generalized multiple Fourier series method using Walsh and Haar functions is considered. It is shown that when they are chosen to expand multiple stochastic integrals, the proof of the root-mean-square convergence of a subsequence of series partial sums, which is formed in a way that is quite natural for these functions, does not require the explicit fulfillment of any additional conditions, except for the condition of the existence of the multiple stochastic Stratonovich integral.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Differential Equations and Control Processes;Issue 1
metadata.lang: -
metadata.name: dc.subject
metadata.value: multiple stochastic Stratonovich integral
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: iterated stochastic Stratonovich integral
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Wiener process
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: series expansion
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Walsh functions
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Haar functions
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Features of the Expansion of Multiple Stochastic Stratonovich Integrals Using Walsh and Haar Functions
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 137-150.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/41282/1/137-150.pdf
resources.format: Adobe PDF
resources.size: 319,65 kB