activity
20172026
most citedDevelopment and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals

40 citations · 312 across the 28 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

math.PR2025

New representations of the Hu-Meyer formulas and series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process

Dmitriy F. Kuznetsov

The article is devoted to the systematic derivation of new representations of the Hu-Meyer formulas. The formula expressing a multiple Wiener stochastic integral through the sum of…