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high-order schemes 1ito calculus 1numerical methods 1stochastic differential equations 1strong approximation 1

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most citedStrong Approximation of Iterated Ito and Stratonovich Stochastic Integrals: Method of Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs

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math.GM2026

Comparative Analysis of the Efficiency of Application of Legendre Polynomials and Trigonometric Functions to the Numerical Integration of Ito Stochastic Differential Equations

Dmitriy F. Kuznetsov

The article is devoted to comparative analysis of the efficiency of application of Legendre polynomials and trigonometric functions to the numerical integration of Ito stochastic d…