Stochastic Taylor Expansions for Functionals of Diffusion Processes

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Publication:3578749

DOI10.1080/07362991003707905zbMath1208.60069arXiv1310.6181OpenAlexW2097118902MaRDI QIDQ3578749

Andreas Rößler

Publication date: 20 July 2010

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

Full work available at URL: https://arxiv.org/abs/1310.6181




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