Publié le : 1997-05-15
Classification:
60H10,
65C05,
65U05
@article{1250518401,
author = {Kohatsu-Higa, Arturo},
title = {High order It\^o-Taylor approximations to heat kernels},
journal = {J. Math. Kyoto Univ.},
volume = {37},
number = {4},
year = {1997},
pages = { 129-150},
language = {en},
url = {http://dml.mathdoc.fr/item/1250518401}
}
Kohatsu-Higa, Arturo. High order Itô-Taylor approximations to heat kernels. J. Math. Kyoto Univ., Tome 37 (1997) no. 4, pp. 129-150. http://gdmltest.u-ga.fr/item/1250518401/