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Stratonovich and Itô stochastic Taylor expansions. (English) Zbl 0731.60050
For the solution \(X_ t\) of stochastic differential equations where the stochastic integral is interpreted in the sense of Stratonovich the Taylor expansion of \(f(x_ t)\) for general functions f is stated and proved.

MSC:
60H05 Stochastic integrals
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