On the Expectations of Multiple Stratonovich Integrals

DOI10.1080/07362990902976504MaRDI QIDQ3391776zbMATH OpenOpenAlexFDO

Authors R. Ardanuy, A. Tocino

Publication date 13 August 2009

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990902976504

zbMATH Keywords

expectationmultiple Stratonovich integralsstochastic differential equations

Mathematics Subject Classification ID

Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• scientific article; zbMATH DE number 775661 (Why is no real title available?)
• scientific article; zbMATH DE number 3303655 (Why is no real title available?)
• Multiple stochastic integrals with Mathematica
• Relations between multiple ito and stratonovich integrals

Cited in

(5)

• Multiple stochastic integrals with Mathematica
• scientific article; zbMATH DE number 431861 (Why is no real title available?)
• scientific article; zbMATH DE number 4172078 (Why is no real title available?)
• Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity
• Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral

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