Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749)

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Stochastic Taylor Expansions for Functionals of Diffusion Processes
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    Stochastic Taylor Expansions for Functionals of Diffusion Processes (English)
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    20 July 2010
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    mean-square approximation
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    multi-colored rooted tree analysis
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    stochastic differential equation
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    stochastic Taylor expansion
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    strong approximation
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