Concepedia

Stratonovich Calculus

Stratonovich Calculus is a stochastic calculus framework that belongs to the class of mathematical formalisms for integrating stochastic processes, distinguished by its use of symmetric midpoint evaluation in the limit of Riemann sums, thereby preserving the conventional chain rule of calculus under coordinate transformations.

183

Publications

8.3K

Citations

259

Authors

189

Institutions

Publications per year

2017–2026

26

Variants

Stratonovich Stochastic Calculus

Parents

Publications

183

Stochastic Calculus for Fractional Brownian Motion I. Theory

Tyrone E. Duncan, Yaozhong Hu, B. Pasik-Duncan · SIAM Journal on Control and Optimization · 2000 · 574 citations

, , +13

On the Gap Between Deterministic and Stochastic Ordinary Differential Equations

Héctor J. Sussmann · The Annals of Probability · 1978 · 387 citations

, , +14

Stochastic Integration and Differential Equations. Second Edition.

Anja Sturm, Robert E. Malley · SIAM Review · 2005 · 330 citations

, , +15

Introduction to Matrix Analytic Methods in Stochastic Modeling

Tomasz Rolski, G. Latouche, V. Ramaswami · Journal of the American Statistical Association · 2000 · 290 citations

, , +12

Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations

Andreas Rößler · SIAM Journal on Numerical Analysis · 2010 · 192 citations

, , +13

1–5 of 183

Authors

259

  1. DF
    Dmitriy F. Kuznetsov

    Peter the Great St. Petersburg Polytechnic University, Russia

    13 publications · 273 citations

    11

    h-index

  2. AR
    Andreas Rößler

    Technische Universität Darmstadt, Germany

    4 publications · 319 citations

    4

    h-index

  3. YH
    Yaozhong Hu

    University of Kansas, United States

    4 publications · 679 citations

    4

    h-index

  4. DN
    David Nualart

    Universitat de Barcelona, Spain

    4 publications · 124 citations

    4

    h-index

  5. AB
    Amarjit Budhiraja

    University of North Carolina at Chapel Hill, United States

    3 publications · 80 citations

    3

    h-index

1–5 of 259

Institutions

189

  1. Centre National de la Recherche Scientifique

    Paris, France

    9 h-index

    12 publications

    329 citations

  2. Institut Élie Cartan de Lorraine

    Vandœuvre-lès-Nancy, France

    6 h-index

    9 publications

    533 citations

  3. Universitat de Barcelona

    Barcelona, Spain

    5 h-index

    9 publications

    219 citations

  4. Université de Lorraine

    Nancy, France

    5 h-index

    8 publications

    551 citations

  5. University of Warwick

    Coventry, United Kingdom

    4 h-index

    6 publications

    353 citations

  6. Cornell University

    Ithaca, United States

    4 h-index

    5 publications

    299 citations

  7. University of Edinburgh

    Edinburgh, United Kingdom

    4 h-index

    5 publications

    367 citations

  8. University of Ha'il

    Ha'il, Saudi Arabia

    3 h-index

    5 publications

    216 citations

1–8 of 189

Venues

  1. The Annals of Probability

    14 publications · 1K citations

    13

    h-index

  2. arXiv (Cornell University)

    Repository · 16 publications · 290 citations

    12

    h-index

  3. Stochastic Analysis and Applications

    7 publications · 165 citations

    7

    h-index

  4. Stochastics and stochastics reports

    5 publications · 230 citations

    5

    h-index

  5. SIAM Journal on Numerical Analysis

    4 publications · 494 citations

    4

    h-index

1–5