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.
A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stoc hastic differential equa- tions
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The authors give practical implementations of order-1/2 and order-1 strong schemes for SDDEs with arbitrary fixed delays by combining linear interpolation on a fixed mesh and an augmented variable-step mesh that includes all required delay points.