New representations of the Taylor-Stratonovich expansion

DOI10.1023/A:1026138522239MaRDI QIDQ1781265zbMATH OpenFDO

Authors D. F. Kuznetsov

Publication date 23 June 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationdiffusion processTaylor expansionmulitple Stratonovich integralItô integral

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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