scientific article; zbMATH DE number 3940334

zbMATH Open0586.60049MaRDI QIDQ3711409FDOQ3711409

Authors: Eckhard Platen 

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

semi-martingalesquasi left- continuous semi-martingaleTaylor formula for solutions of stochastic equations

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (12)

• Stratonovich and Ito Stochastic Taylor Expansions
• Strong approximations of stochastic differential equations with jumps
• Short-term risk management using stochastic Taylor expansions under Lévy models
• A survey of numerical methods for stochastic differential equations
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Bivariate generalized Taylor's formula and its applications to solve FPDEs
• Multilevel path simulation for jump-diffusion SDEs
• Taylor expansions of solutions of stochastic partial differential equations with additive noise
• Title not available (Why is that?)
• Approximation of jump diffusions in finance and economics
• Algebraic structures and stochastic differential equations driven by Lévy processes
• Portfolio rebalancing error with jumps and mean reversion in asset prices

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