scientific article; zbMATH DE number 140575

MaRDI QIDQ4029002zbMATH OpenFDO

Authors Yaozhong Hu

Publication date 28 March 1993

Full work available at URL http://www.numdam.org/item?id=SPS_1992__26__579_0, https://eudml.org/doc/113825

zbMATH Keywords

Campbell-Hausdorff formulastochastic Tayler series

Mathematics Subject Classification ID

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

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Cited in

(5)

• On explicit local solutions of Itô diffusions
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• Superposition rules and stochastic Lie-Scheffers systems
• Product expansion for stochastic jump diffusions and its application to numerical approximation
• On a Chen-Fliess approximation for diffusion functionals

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