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.
The hypotheses on expansions of iterated Stratonovich stochastic integrals of arbitrary multiplicity and their partial proof
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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.