Abstract
Taylor approximations for ODEs and SODEs are reviewed. In particular, general Itô-Taylor approximations for SODEs are reformulated in terms of hierarchical sets of multi-indices and their pathwise convergence is considered.
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© 2017 Springer Nature Singapore Pte Ltd.
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Han, X., Kloeden, P.E. (2017). Taylor Expansions for Ordinary and Stochastic Differential Equations. In: Random Ordinary Differential Equations and Their Numerical Solution. Probability Theory and Stochastic Modelling, vol 85. Springer, Singapore. https://doi.org/10.1007/978-981-10-6265-0_6
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DOI: https://doi.org/10.1007/978-981-10-6265-0_6
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Publisher Name: Springer, Singapore
Print ISBN: 978-981-10-6264-3
Online ISBN: 978-981-10-6265-0
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