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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
##### Keywords:
multiple stochastic integrals; Taylor expansion
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##### References:
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