𝔖 Bobbio Scriptorium
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Ito versus stratonovich revisited

✍ Scribed by John Smythe; Frank Moss; P.V.E. McClintock; Douglas Clarkson


Book ID
107986508
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
348 KB
Volume
97
Category
Article
ISSN
0375-9601

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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.