𝔖 Bobbio Scriptorium
✦   LIBER   ✦

ITO versus Stratonovich revisited


Book ID
103574894
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
69 KB
Volume
11
Category
Article
ISSN
0167-2789

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Ito versus stratonovich revisited
✍ John Smythe; Frank Moss; P.V.E. McClintock; Douglas Clarkson πŸ“‚ Article πŸ“… 1983 πŸ› Elsevier Science 🌐 English βš– 348 KB
ItΓ΄ versus Stratonovich
✍ N. G. van Kampen πŸ“‚ Article πŸ“… 1981 πŸ› Springer 🌐 English βš– 654 KB
ITΓ” VERSUS STRATONOVICH: 30 YEARS LATER
✍ MANNELLA, RICCARDO; McCLINTOCK, PETER V. E. πŸ“‚ Article πŸ“… 2012 πŸ› World Scientific Publishing Company 🌐 English βš– 264 KB
Stratonovich and Ito Stochastic Taylor E
✍ P. E. Kloeden; E. Platen πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 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.