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Derive the analogous expressions for stratonovich

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Reference no: EM131449269

Question: (Differentials of twice differentiable functions).
(i) Setting P(x) = xn, show that eq. (3.65) can be written as

1602_Stratonovich.png

(ii) Obtain the latter for every polynomial8_Stratonovich 1.png

(iii) Use polynomial approximations to prove the same for any twice continuously differentiable function P(x).

(iv) Derive the analogous expressions for Stratonovich and backward differentiation.

Reference no: EM131449269

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