✦ LIBER ✦

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
DOI: 10.1016/0375-9601(83)90520-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ITO versus Stratonovich revisited

📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 69 KB

Itô versus Stratonovich

✍ N. G. van Kampen 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 654 KB

ITÔ VERSUS STRATONOVICH: 30 YEARS LATER

✍ MANNELLA, RICCARDO; McCLINTOCK, PETER V. E. 📂 Article 📅 2012 🏛 World Scientific Publishing Company 🌐 English ⚖ 264 KB

Multiplicative Lévy processes: Itô versu

Multiplicative Lévy processes: Itô versus Stratonovich interpretation

✍ Srokowski, Tomasz 📂 Article 📅 2009 🏛 The American Physical Society 🌐 English ⚖ 306 KB

Itô versus Stratonovich calculus in rand

Itô versus Stratonovich calculus in random population growth

✍ Carlos A. Braumann 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 311 KB

Stratonovich and Ito Stochastic Taylor E

Stratonovich and Ito Stochastic Taylor Expansions

✍ P. E. Kloeden; E. Platen 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 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.