论文信息 - Stratonovich and Ito Stochastic Taylor Expansions - 字舞流文

Stratonovich and Ito Stochastic Taylor Expansions

The Stratonovich stochastic Taylor formula for diffusion processes is stated and proved. It has a simpler structure and is a more natural generalization of the deterministic Taylor formula than the Ito stochastic Taylor formula.

Peter E. Kloeden | Eckhard Platen

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