RT Journal Article ID 0d6ce7ea39d2ace1 A1 Kuznetsov, Dmitriy F. T1 Combined Method of Strong Approximation of Multiple Stochastic Integrals JF Journal of Automation and Information Sciences JO JAI(S) YR 2002 FD 2002-08-01 VO 34 IS 8 OP 6 AB A method of mean square approximation of multiple stochastic integrals, which is a combination of methods based on multiple Fourier series and multiple integral sums, is developed. The mean square convergence of the method is investigated. The method with N = 2 is more economic, than the method of multiple Fourier series. PB Begell House LK https://www.dl.begellhouse.com/journals/2b6239406278e43e,7eef392254108c0a,0d6ce7ea39d2ace1.html