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Stochastic Taylor series and Campbell-Hausdorff formula according to Ben Arous. (Série de Taylor stochastique et formule de Campbell-Hausdorff, d’après Ben Arous.) (French) Zbl 0766.60069
Séminaire de probabilités XXVI, Lect. Notes Math. 1526, 579-586 (1992).
[For the entire collection see Zbl 0754.00008.]
This work gives a simple presentation of Ben Arous’s work on stochastic Taylor series. It also answers a question arosed by Ben Arous: why the probabilistic method and purely algebraic method give us the same results.
Reviewer: Y.-Z.Hu (Wuhan)

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