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Stratonovich–Taylor expansion and numerical methods ∗

✍ Scribed by Pettersson, Roger

Book ID
121495197
Publisher
Taylor and Francis Group
Year
1992
Tongue
English
Weight
282 KB
Volume
10
Category
Article
ISSN
0736-2994

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📜 SIMILAR VOLUMES

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.