The article is devoted to comparison of the Milstein expansion of multiple stochastic integrals with the method of expansion of multiple stochastic integrals, based on generalized multiple Fourier series. We consider some practical material connected with expansions of multiple Stratonovich stochastic integrals from the Taylor-Stratonovich expansion, based on multiple trigonometric Fourier series. The comparison of effectiveness of the Fourier-Legendre series as well as the trigonomertic Fourier series for expansion of multiple Stratonovich stochastic integrals is considered. 查看全文>>