One-dimensional Stratonovich differential equations (Q2365756): Difference between revisions

Let \[ dX_ t=\sum_ i\sigma_ i(t,\omega,X_ t)\circ dZ^ i_ t+\sum_ kh_ k(t,\omega,X_ t)dA^ k_ t, \tag{1} \] where \(X,Z^ i\) are continuous semimartingales and \(A^ k\) are continuous finite variation processes. The problem of the extension of the definition of the Fisk-Stratonovich integral \(\int^ t_ 0f(x,\omega,X_ s)\circ dZ_ s\) for a large class of functions \(f\) is considered. It is also proved the existence of a maximal and a minimal solution and uniqueness for equation (1).