Optimization of the mean-square approximation procedures for iterated Stratonovich stochastic integrals of multiplicities 1 to 3 with respect to components of the multi-dimensional Wiener process based on Multiple Fourier–Legendre series
MATEC Web of Conferences, 362 (2022) 01014
Published online: 14 September 2022
DOI: 10.1051/matecconf/202236201014