Truncated ITÔ-Taylor expansions (Q4542196)

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scientific article; zbMATH DE number 1775069
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Truncated ITÔ-Taylor expansions
scientific article; zbMATH DE number 1775069

    Statements

    title
    Truncated ITÔ-Taylor expansions (English)
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    author
    A. Tucino
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    R. Ardanuy
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    publication date
    1 August 2002
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    zbMATH Keywords
    stochastic Taylor expansion
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    stochastic differential equation
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    Identifiers

    DOI
    10.1081/SAP-120003443
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    zbMATH DE Number
    1775069
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