New representations of the Taylor-Stratonovich expansion

DOI10.1023/A:1026138522239zbMath1075.60057MaRDI QIDQ1781265

D. F. Kuznetsov

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationItô integraldiffusion processTaylor expansionmulitple Stratonovich integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (9)

Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series ⋮ Unnamed Item ⋮ Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations ⋮ Unnamed Item ⋮ On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence

This page was built for publication: New representations of the Taylor-Stratonovich expansion