Multiple stochastic integrals appearing in the stochastic Taylor expansions

DOI10.2969/jmsj/04710067zbMath0849.60054OpenAlexW1976987266MaRDI QIDQ1907746

Satoshi Takanobu

Publication date: 29 October 1996

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04710067

zbMATH Keywords

stochastic differential equationLie algebraformal seriesmultiple stochastic integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lie algebras of vector fields and related (super) algebras (17B66) Graded Lie (super)algebras (17B70) Stochastic integrals (60H05)

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