✦ LIBER ✦

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
DOI: 10.1002/mana.19911510103

No coin nor oath required. For personal study only.

✦ 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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