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Optimization of the Mean-Square Approximation Procedures for Iterated Ito Stochastic Integrals of Multiplicities 1 to 5 from the Unified Taylor-Ito Expansion Based on Multiple Fourier-Legendre Series
The article is devoted to optimization of the mean-square approximation procedures for iterated Ito stochastic integrals of multiplicities 1 to 5. The mentioned stochastic integrals are part ofExpand
Optimization of the mean-square approximation procedures for iterated Ito stochastic integrals based on multiple Fourier-Legendre series
The article is devoted to optimization of the mean-square approximation procedures for iterated Ito stochastic integrals of multiplicities 1 to 4 based on multiple Fourier-Legendre series. TheExpand
Implementation of Strong Numerical Methods of Orders 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 for Ito SDEs with Non-Commutative Noise Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions and
The article is devoted to the implementation of strong numerical methods with convergence orders $0.5,$ $1.0,$ $1.5,$ $2.0,$ $2.5,$ and $3.0$ for Ito stochastic differential equations withExpand