Stratonovich and Ito Stochastic Taylor Expansions
Preprint
- preprint Published in RePEc
Abstract
The Stratonovich stochastic Taylor formula for diffusion processes is stated and proved. It has a simpler structure and is a more natural generalization of the deterministic Taylor formula than the Ito stochastic Taylor formula.Keywords
All Related Versions
This publication has 0 references indexed in Scilit: