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Stratonovich and Ito Stochastic Taylor Expansions

✍ Scribed by P. E. Kloeden; E. Platen


Book ID
102942608
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
683 KB
Volume
151
Category
Article
ISSN
0025-584X

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✦ Synopsis


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.


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