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自动化与信息科学期刊

每年出版 12 

ISSN 打印: 1064-2315

ISSN 在线: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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Combined Method of Strong Approximation of Multiple Stochastic Integrals

卷 34, 册 8, 2002, 6 pages
DOI: 10.1615/JAutomatInfScien.v34.i8.40
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摘要

A method of mean square approximation of multiple stochastic integrals, which is a combination of methods based on multiple Fourier series and multiple integral sums, is developed. The mean square convergence of the method is investigated. The method with N = 2 is more economic, than the method of multiple Fourier series.

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