On the relation between the Stratonovich and Ogawa integrals (Q1824936)
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scientific article; zbMATH DE number 4119346
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| English | On the relation between the Stratonovich and Ogawa integrals |
scientific article; zbMATH DE number 4119346 |
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On the relation between the Stratonovich and Ogawa integrals (English)
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1989
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The author shows the equivalence of the Ogawa integral (a stochastic integral of a nonadaptive stochastic process with respect to the Wiener process) with a certain definition of the nonadapted Stratonovich integral.
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nonadaptive stochastic process
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nonadapted Stratonovich integral
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0.7773559093475342
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0.7738839983940125
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