40 citations · 312 across the 28 of their papers we have counts for
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math.PR2017★ 27 cited
Expansion of Iterated Ito Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Multiple Fourier Series Converging in the Mean
Dmitriy F. Kuznetsov
The article is devoted to the expansions of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the sense of norm in the space $L_2([t, T]^…
math.PR2017★ 2 cited
Expansions of Iterated Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series: Multiplicities 1 to 8 and Beyond
Dmitriy F. Kuznetsov
The article is devoted to the expansions of iterated Stratonovich stochastic integrals on the basis of the method of generalized multiple Fourier series that converge in the sense…
math.PR2017★ 40 cited
Development and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals
Dmitriy F. Kuznetsov
The article is devoted to the mean-square approximation of iterated Ito and Stratonovich stochastic integrals in the context of the numerical integration of Ito stochastic differen…