Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Numerical Simulation of 2.5-Set of Iterated Stratonovich Stochastic
  Integrals of Multiplicities 1 to 5 From the Taylor-Stratonovich Expansion   The article is devoted to construction of effective procedures of the
mean-square approximation for iterated Stratonovich stochastic integrals of
multiplicities 1 to 5. We apply the method of generalized multiple Fourier
series for approximation of iterated stochastic integrals. More precisely, we
use multiple Fourier-Legendre series converging in the sense of norm in Hilbert
space $L_2([t,T]^k),$ $k=1,\ldots,5.$ Considered iterated Stratonovich
stochastic integrals are part of the Taylor-Stratonovich expansion. That is why
the results of the article can be applied to implementation of numerical
methods with the orders 1.0, 1.5, 2.0 and 2.5 of strong convergence for Ito
stochastic differential equations with multidimensional non-commutative noise.

32
The categories of this paper are: atom-ph
35
The categories of this paper are: mtrl-th
16
The categories of this paper are: stat
17
The categories of this paper are: q-fin
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga
31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
37
The categories of this paper are: supr-con