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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 13, Fasc. 1,
pages 149 - 155
 

A STOCHASTIC TAYLOR FORMULA FOR TWO-PARAMETER STOCHASTIC PROCESSES

Vu Viet Yen

Abstract: The purpose of the present paper is to prove a stochastic Taylor formula for two-parameter processes which extends the results of W. Wagner and E. Platen in the one-parameter case (cf. [5]-[7]).

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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