1. There are many books which introduce the theory of stochastic differential equations such as Gikhman & Skorokhod (1972). Arnold (1974), Øksendal (1985) and Gard (1988). More advanced treatments are provid ed e.g. by Ikeda & Watana.be (1981, 89), Kar atzas & Shreve (1988) or Protter (1990). First results on the Ito-Taylor formula can be found in Wagner & Platen (1978) and Platen & Wagner (1982). Azencott (1982) gener alized thi s. The StratonovichTaylor formula was given in Kloed en & Platen (I!J91a). Both are derived in Kloed en & Platen (1992a). Approximations on multipl e stochastic integ rals ar e considered in Liske, Platen & Wagner (1982), Milstein (1988a) an d Kloeden, Platen & Wright (1992). Relations between multipl e Ito-and Stratonovich integrals are considered in Kloeden & Platen (1991b).