Truncated Itô-Taylor expansions

Stochastic Analysis and Applications

Volumn 20, Issue 2, 2002, Pages 427-443

  Tocino, A ^a   Ardanuy, R ^a  

^a UNIVERSITY OF SALAMANCA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036016351     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120003443     Document Type: Article

References (5)

1. A statistical method of estimation and simulation for systems of stochastic differential equations
2. A new representation for stochastic integrals and equations