Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398)
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scientific article; zbMATH DE number 1949377
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English | Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity |
scientific article; zbMATH DE number 1949377 |
Statements
Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (English)
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14 July 2003
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stochastic ordinary differential equations
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Stratonovich-Taylor expansions
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Stratonovich-Taylor numerical methods
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commutativity
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