Geodesic
New representations of the Taylor--Stratonovich expansion
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 141-158

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The problem of the Taylor–Stratonovich expansion of the Itô random processes in a neighborhood of a point is considered. The usual form of the Taylor–Stratonovich expansion is transformed to a new representation, which includes minimal quantity of different types of multiple Stratonowich stochastic integrals. Therefore, these representations are more convenient for constructing algorithms of numerical solution of stochastic differential Itô equations. 
@article{ZNSL_2001_278_a6,
     author = {D. F. Kuznetsov},
     title = {New representations of the {Taylor--Stratonovich} expansion},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {141--158},
     publisher = {mathdoc},
     volume = {278},
     year = {2001},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a6/}
}
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D. F. Kuznetsov. New representations of the Taylor--Stratonovich expansion. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 141-158. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a6/