Derives new Hu-Meyer representations and verifies sufficient conditions for iterated Stratonovich integrals w.r.t. multidimensional Wiener process components using generalized multiple Fourier series.
Application of multiple Fourier–Legendre series to strong exponential Milstein and Wagner–Platen methods for non-commutative semilinear stochastic partial differential equations
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New representations of the Hu-Meyer formulas and series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process
Derives new Hu-Meyer representations and verifies sufficient conditions for iterated Stratonovich integrals w.r.t. multidimensional Wiener process components using generalized multiple Fourier series.