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.
✦ LIBER ✦
The unified Taylor-Ito expansion
✍ Scribed by O. Yu. Kulchitski; D. F. Kuznetsov
- Book ID
- 110612459
- Publisher
- Springer US
- Year
- 2000
- Tongue
- English
- Weight
- 595 KB
- Volume
- 99
- Category
- Article
- ISSN
- 1573-8795
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A necessary and sufficient condition is given that the asymptotic Taylor expan-Ž . sion for a distribution for an ultradistribution is the Taylor series convergent in Ž . the space of distributions of ultradistributions .