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Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 07510840

MSC:  60-XX 65-XX
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A brief review of \(q\)-series. (English) Zbl 1483.05013

Cohl, Howard S. (ed.) et al., Lectures on orthogonal polynomials and special functions. Based on the 6th summer school on orthogonal polynomials and special functions (OPSF-S6), University of Maryland, College Park, MD, USA, July 11–15, 2016. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 464, 76-130 (2021).
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