Stochastic Taylor series and Campbell-Hausdorff formula according to Ben Arous (Q4029002)
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scientific article; zbMATH DE number 140575
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| English | Stochastic Taylor series and Campbell-Hausdorff formula according to Ben Arous |
scientific article; zbMATH DE number 140575 |
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28 March 1993
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stochastic Tayler series
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Campbell-Hausdorff formula
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0.84854084
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0.84347737
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0.84104276
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0.83960366
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0.83954996
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Stochastic Taylor series and Campbell-Hausdorff formula according to Ben Arous (English)
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[For the entire collection see Zbl 0754.00008.] This work gives a simple presentation of Ben Arous's work on stochastic Taylor series. It also answers a question arosed by Ben Arous: why the probabilistic method and purely algebraic method give us the same results.
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