A STOCHASTIC TAYLOR FORMULA FOR TWO-PARAMETER
STOCHASTIC PROCESSES
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: -