On the Expectations of Multiple Stratonovich Integrals

DOI10.1080/07362990902976504zbMath1168.60350OpenAlexW1997940981MaRDI QIDQ3391776

R. Ardanuy, Alicia Tocino

Publication date: 13 August 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990902976504

zbMATH Keywords

stochastic differential equationsexpectationmultiple Stratonovich integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

• Multiple stochastic integrals with Mathematica
• Relations between multiple ito and stratonovich integrals
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