The unified Taylor-Itô expansion
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Publication:1575990
zbMath0957.60071MaRDI QIDQ1575990
O. Yu. Kul'chitskij, D. F. Kuznetsov
Publication date: 24 August 2000
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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