Stratonovich and Ito Stochastic Taylor Expansions
- 1 January 1991
- journal article
- research article
- Published by Wiley in Mathematische Nachrichten
- Vol. 151 (1) , 33-50
- https://doi.org/10.1002/mana.19911510103
Abstract
No abstract availableKeywords
All Related Versions
This publication has 5 references indexed in Scilit:
- A survey of numerical methods for stochastic differential equationsStochastic Environmental Research and Risk Assessment, 1989
- Flots et series de Taylor stochastiquesProbability Theory and Related Fields, 1989
- Product Expansions of Exponential Lie Series and the Discretization of Stochastic Differential EquationsPublished by Springer Nature ,1988
- Sur les integrales multiples de StratonovitchPublished by Springer Nature ,1988
- Formule de Taylor stochastique et developpement asymptotique d’integrales de FeynmannLecture Notes in Mathematics, 1982