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ArticleNew Representations of the Taylor–Stratonovich Expansion

Dmitriy Feliksovich Kuznetsov2003

Article2003

New Representations of the Taylor–Stratonovich Expansion

Dmitriy Feliksovich Kuznetsov

29 citations·0/0 files stored·Journal of Mathematical Sciences

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Stochastic processes and financial applications Numerical methods for differential equations Fuzzy Systems and Optimization

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References

2016Numerical solution of stochastic differential equations 1991Stratonovich and Ito Stochastic Taylor Expansions 2005Approximation of itô integral equations 2012Stochastic Differential Equations

Cited by

2017Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials 2018Expansion of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Iterated Fourier Series Converging Pointwise 2018Expansion of Iterated Stratonovich Stochastic Integrals of Fifth Multiplicity Based on Generalized Multiple Fourier Series 2018Expansion of Iterated Stochastic Integrals with Respect to Martingale Poisson Measures and with Respect to Martingales Based on Generalized Multiple Fourier Series 2017Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4, Based on Generalized Multiple Fourier Series 2018Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 3 Based on Generalized Multiple Fourier Series Converging in the Mean: General Case of Series Summation 2018The Hypotheses on Expansions of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity and Their Partial Proof

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Year2003

Typearticle

Published2003-11-03

VenueJournal of Mathematical Sciences

ISSN-L1072-3374

Languageen

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1023/a:1026138522239

openalex_workW63233403

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