Stochastic Taylor expansions for the expectation of functionals of diffusion processes

Stochastic Analysis and Applications

Volumn 22, Issue 6, 2004, Pages 1553-1576

  Rößler, Andreas ^a  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Diffusion process; Stochastic differential equation; Stochastic Taylor expansion

Indexed keywords

EID: 8344274262     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200029495     Document Type: Article

References (12)

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