Platen, Eckhard A Taylor formula for semimartingales solving a stochastic equation. (English) Zbl 0474.60047 Stochastic differential systems, Proc. 3rd IFIP-WG 7/1 Work. Conf., Visegrad/Hung. 1980, Lect. Notes Contr. Inf. Sci. 36, 157-164 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60G48 Generalizations of martingales Keywords:semimartingales; stochastic Taylor formula; time discrete approximations PDF BibTeX XML