On Henstock method to Stratonovich integral with respect to continuous semimartingale (Q2019189)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Henstock method to Stratonovich integral with respect to continuous semimartingale |
scientific article |
Statements
On Henstock method to Stratonovich integral with respect to continuous semimartingale (English)
0 references
27 March 2015
0 references
Summary: We use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to a continuous semimartingale in the \(L^2\) space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.
0 references
Stratonovich integral
0 references
Henstock method
0 references
continuous semimartingale
0 references
0 references
