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The article is devoted to the expansion of iterated Stratonovich stochasticintegrals of multiplicity 2 on the base of the combined approach of generalizedmultiple and iterated Fourier series. We consider two different parts of theexpansion of iterated Stratonovich stochastic integrals. The mean-squareconvergence of the first part is proved on the base of generalized multipleFourier series converging in the sense of norm in Hilbert space $L_2([t,T]^2).$ The mean-square convergence of the second part is proved on the base ofgeneralized iterated (double) Fourier series converging pointwise. At that, weprove the iterated limit transition for the second part of the expansion on thebase of Lebesgue's Dominated Convergence Theorem. The results of the articlecan be applied to the numerical integration of Ito stochastic differentialequations.

Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity  2. Combined Approach Based on Generalized Multiple and Iterated Fourier  Series