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Contents of PMS, Vol. 3, Fasc. 1,
pages 87 - 51
 

ON A TAYLOR FORMULA FOR A CLASS OF ITÔ PROCESSES

Eckhard Platen
Wolfgang Wagner

Abstract: In the paper a stochastic generalization of the Taylor formula for Itô processes of diffusion type is investigated with respect to mean square, almost sure and weak convergence.

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

Key words and phrases: -

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