Stratonovich and Ito Stochastic Taylor Expansions
From MaRDI portal
Publication:3357211
Recommendations
Cited in
(53)- Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing
- Step size control in the numerical solution of stochastic differential equations
- Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations
- A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space
- New Itô--Taylor expansions
- Stochastic flows and Taylor series
- scientific article; zbMATH DE number 7644507 (Why is no real title available?)
- An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Lyapunov exponent and chaos of Duffing's equation perturbed by white noise
- Filtering theory for a weakly coloured noise process
- Split-step backward balanced Milstein methods for stiff stochastic systems
- Expansion of multiple Stratonovich stochastic integrals of second multiplicity, based on double Fourier-Legendre series summarized by Prinsheim method
- Optimal regulators for a class of nonlinear stochastic systems
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise
- On a non-linear electronic circuit filtering
- Balanced Milstein Methods for Ordinary SDEs
- Stochastic Taylor expansion (Taylor-Itô) and numerical methods for stochastic differential equations
- Implicit Taylor methods for stiff stochastic differential equations
- \(A\)-stability of Runge-Kutta methods for systems with additive noise
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
- Taylor expansions for continuous Stieltjes differential equations
- Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity
- Stratonovich–Taylor expansion and numerical methods∗
- Flows and stochastic Taylor series in Itô calculus
- New representations of the Taylor-Stratonovich expansion
- Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals
- On a nonlinear stochastic dynamic circuit using Stratonovich differential
- Ergodic numerical approximation to periodic measures of stochastic differential equations
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
- scientific article; zbMATH DE number 140575 (Why is no real title available?)
- On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
- Strong convergence of a fully discrete finite element method for a class of semilinear stochastic partial differential equations with multiplicative noise
- Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series
- scientific article; zbMATH DE number 7318972 (Why is no real title available?)
- A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- Numerical approximation of random periodic solutions of stochastic differential equations
- Truncated ITÔ-Taylor expansions
- A basis for iterated stochastic integrals
- scientific article; zbMATH DE number 7627965 (Why is no real title available?)
- A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- scientific article; zbMATH DE number 4151543 (Why is no real title available?)
- Composition of stochastic B-series with applications to implicit Taylor methods
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- Inverse function, Taylor's expansion and extended Schröder's processes
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series
- Noise and dissipation on coadjoint orbits
- Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion
This page was built for publication: Stratonovich and Ito Stochastic Taylor Expansions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3357211)
