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Ben Arous, G.

Équations stochastiques à coefficients analytiques et séries de Taylor stochastiques. (French) Zbl 0528.60052

Ann. Sci. Univ. Clermont-Ferrand II 71, Math. 20, 55-69 (1982).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0528.60052

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

stochastic Taylor series; dependence on parameters; iterated stochastic integrals
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