Stratonovich and Ito Stochastic Taylor E
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P. E. Kloeden; E. Platen
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Article
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1991
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John Wiley and Sons
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English
β 683 KB
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.