Corpus ID: 209955789

Expansion of Iterated Stratonovich Stochastic Integrals of Fifth Multiplicity, Based on Generalized Multiple Fourier Series

@article{Kuznetsov2018ExpansionOI,
  title={Expansion of Iterated Stratonovich Stochastic Integrals of Fifth Multiplicity, Based on Generalized Multiple Fourier Series},
  author={D. F. Kuznetsov},
  journal={arXiv: Probability},
  year={2018}
}
The article is devoted to the construction of expansion of iterated Stratonovich stochastic integrals of fifth multiplicity, based on the method of generalized multiple Fourier series. This expansion converges in the mean-square sense and contains only one operation of the limit transition in contrast to its existing analogues. The expansion of iterated Stratonovich stochastic integrals turned out much simpler, than the appropriate expansion of iterated Ito stochastic integrals. We use the… Expand
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