Asymptotic expansion of stochastic flows
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Publication:1326357
DOI10.1007/BF01192134zbMath0794.60054MaRDI QIDQ1326357
Publication date: 28 August 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
stochastic differential equationasymptotic expansionLie bracketsdeterministic ordinary differential equationsiterated stochastic Stratonovich integrals
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Cites Work
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- Stochastic flows and Taylor series
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- Diagonal short time asymptotics of heat kernels for certain degenerate second order differential operators of Hörmander type
- On the gap between deterministic and stochastic ordinary differential equations
- Stochastic differential equations and Nilpotent Lie algebras
- The complexity of stochastic differential equations
