On the Itô-Alekseev-Gröbner formula for stochastic differential equations (Q6596220)

scientific article; zbMATH DE number 7904819

Language	Label	Description	Also known as
English	On the Itô-Alekseev-Gröbner formula for stochastic differential equations	scientific article; zbMATH DE number 7904819

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instance of

scholarly article

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title

On the Itô-Alekseev-Gröbner formula for stochastic differential equations (English)

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Annales de l'Institut Henri Poincaré. Probabilités et Statistiques

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publication date

2 September 2024

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zbMATH Keywords

stochastic differential equations

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Alekseev-Gröbner formula

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Itô formula

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strong convergence rate

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MaRDI profile type

Publication

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cites work

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Identifiers

DOI

10.1214/21-aihp1199

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6596220