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Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity - MaRDI portal

Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398)

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scientific article; zbMATH DE number 1949377
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Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity
scientific article; zbMATH DE number 1949377

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    Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (English)
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    14 July 2003
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    stochastic ordinary differential equations
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    Stratonovich-Taylor expansions
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    Stratonovich-Taylor numerical methods
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    commutativity
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