Corpus ID: 204898772

Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4, Based on Generalized Multiple Fourier Series

@article{Kuznetsov2017ExpansionsOI,
  title={Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4, Based on Generalized Multiple Fourier Series},
  author={D. Kuznetsov},
  journal={arXiv: Probability},
  year={2017}
}
The article is devoted to the expansions of iterated Stratonovich stochastic integrals of multiplicities 1 to 4 on the basis of the method of generalized multiple Fourier series. Mean-square convergence of the expansions for the case of multiple Fourier-Legendre series and for the case of multiple trigonometric Fourier series is proven. The considered expansions contain only one operation of the limit transition in contrast to its existing analogues. This property is very important for the mean… Expand
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