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Can I read Stratonovich and Ito Stochastic Taylor Expansions on EtoBox?

Stratonovich and Ito Stochastic Taylor Expansions by P. E. Kloeden; E. Platen is a Mathematics article available to read on EtoBox.

What is Stratonovich and Ito Stochastic Taylor Expansions about?

The Stratonovich stochastic Taylor formula for diffusion processes is stated and proved, It has a simpler structure and is a more natural generalization of the deterministic Taylor formula than the Ito stochastic Taylor formula.

Who reads Stratonovich and Ito Stochastic Taylor Expansions?

It is typically read by researchers, students, and practitioners in Mathematics.

Author
P. E. Kloeden; E. Platen
Publisher
John Wiley and Sons; Wiley (John Wiley & Sons); Wiley - V C H Verlag GmbbH & Co.; Wiley (ISSN 0025-584X)
Published
1991
Language
EN
Field
Mathematics (Physical Sciences)