scientific article; zbMATH DE number 3744234

zbMATH Open0474.60047MaRDI QIDQ3928751FDOQ3928751

Authors: Eckhard Platen 

Publication date: 1981

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

zbMATH Keywords

semimartingalesstochastic Taylor formulatime discrete approximations

Mathematics Subject Classification ID

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

Cited In (2)

• Higher-order implicit strong numerical schemes for stochastic differential equations
• Wong-Zakai approximations for stochastic differential equations

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