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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).

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48 Generalizations of martingales