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New Representations of the Taylor–Stratonovich Expansion

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References

2016Numerical solution of stochastic differential equations5,001 cited
1991Stratonovich and Ito Stochastic Taylor Expansions47 cited
2005Approximation of itô integral equations45 cited
2012Stochastic Differential Equations43 cited

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2018Expansion of Iterated Stochastic Integrals with Respect to Martingale Poisson Measures and with Respect to Martingales Based on Generalized Multiple Fourier Series25 cited
2017Expansions of Iterated Stratonovich Stochastic Integrals of Multiplicities 1 to 4, Based on Generalized Multiple Fourier Series24 cited
2018Expansion of Iterated Stratonovich Stochastic Integrals of Multiplicity 3 Based on Generalized Multiple Fourier Series Converging in the Mean: General Case of Series Summation22 cited
2018The Hypotheses on Expansions of Iterated Stratonovich Stochastic Integrals of Arbitrary Multiplicity and Their Partial Proof21 cited

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